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Rhaegar Frey is a grandson of Walder Frey. He is the second son of Ser Aenys Frey, Walder Frey's third son, and Tyana Wylde. Rhaegar is a widower, he was married to Jeyne Beesbury and had three children by her, Robert, "White" Walda, and Jonos.
After the Red Wedding, Rhaegar and two of his half-uncles, Jared Frey and Symond Frey, bring the bones of Ser Wendel Manderly, who was one of the casualties, to his father Wyman Manderly, Lord of White Harbour. A marriage pact is made, Rhaegar will marry Wynafryd Manderly, one of Wyman's grandaughters, and the other grandaughter Wylla will marry another of Walder Frey's grandsons, Little Walder Frey.
Lord Davos Seaworth arrives at White Harbor, trying to gather support for King Stannis Baratheon. In the Merman's Court he encounters the trio of Freys and the Manderlys. Davos denounces the Freys. Wylla Manderly agrees with him, saying that the Manderlys swore to obey the Starks when they were driven from the Reach and were allowed to stay in the North. Rhaegar Frey says the Manderlys should now obey the Boltons, as Ramsay Bolton is about to marry "Arya Stark" (really Jeyne Poole, a Winterfell girl forced into the role). He says the war is over and they must obey Tommen Baratheon. Rhaegar insults Robb Stark, calling him a "vile dog who needed to be put down". Wyman Manderly is furious at this insult to his King. However, his only surviving son and heir Ser Wylis Manderly is held captive by the Lannisters, so he pretends to agree with the Freys. Wylis' elder daughter Wynafryd knows of her father's plans and plays her role of agreeing with the Freys, her sister is unaware of the plans. Wyman orders his cousin Ser Marlon Manderly to take Davos to the Wolf's Den and cut off his head and hands.
However in Davos' place a criminal with similar features is executed, his hands shortened as well. Their head is dipped in tar and an onion stuffed into their mouth (apparently a mockery of Davos' onion sigil) to further hide and distort the features. Davos is imprisoned in the Wolf's Den but treated well. Later Wylis Manderly is returned, his father having apparently proved their loyalty to the Iron Throne. At the feast to celebrate his return, Wyman leaves to go to the privy. He sends Robett Glover to bring Davos to him through a secret passage from the Wolf's Den. Wyman tells Davos he didn't believe the Freys but was forced to put on this pretence to ensure Wylis' safe return. He refers to Rhaegar as "that smirking worm who wears a dragon's name" and says he intends to give palfreys as guest gifts to the three Freys, which under the law of guest right means their stay is over and they are no longer under his protection. He reveals Bran and Rickon Stark are alive and that he intends to restore the Starks to rule of the North, agreeing to declare for Stannis if Davos recovers Rickon, who is hiding on the island of Skagos.
Wyman Manderly and the three Freys apparently leave White Harbor for Barrowton, to attend the wedding of Ramsay and "Arya". However the Freys vanish on the way, Wyman claiming they rode on ahead due to the slowness of his train. Ramsay searches for the Freys but is unable to find them. Roose Bolton has come North with a Frey force and decides to hold the wedding at Winterfell to strengthen Ramsay's claim to Winterfell and force Stannis to battle, Stannis having taken Deepwood Motte and gathered some Northern support. At the wedding Wyman Manderly serves three large pies to the Freys and Boltons, which include Rhaegars' father Aenys Frey, eating some himself. Wyman asks for a song of the Rat Cook, who served to a King who had wronged him a pie containing his son. He was punished by being turned into a rat that could only eat its children for murdering a guest. These imply that the missing Freys were present at the wedding after all. Big Walder Frey thinks that Wyman had the Freys travelling with him murdered, and later Hosteen Frey accuses Wyman of their murders, which Wyman laughs at.