yes you were right! The band did play on the episode and as Brann Dailor told Pitchfork.com: “It was such an incredible experience to be on set as extras for our collective favorite show Game Of Thrones and to be wildlings murdered and then brought back to life by White Walkers was beyond amazing. I watched my best friends Brent and Bill, murdered right in front of me as I myself was stabbed in the stomach and had my throat slit multiple times, and I didn't mind at all. It made me love being in Mastodon even more. We are more than privileged and honored to have been a part of one of the greatest stories ever told on film, and the catering wasn't bad either”.