Tywin blackmails Olenna by threatening to appoint her grandson Loras as member of the Kingsguard (thereby preventing him from furthering the Tyrell name) is both ironic and hypocritical. It is well established in Game of Thrones lore that Tywin was furious when the Mad King did the same to him: when their relation deteriorated, the king appointed Tywin's son Jaime to the Kingsguard, thereby effectively robbing Tywin of his heir just to spite him.
The conversation between Thoros and Melisandre is the first time High Valyrian has been identified as such, and also the first time it featured in an extended dialogue. Author George R.R. Martin has stated that High Valyrian is his fantasy world's equivalent of Latin in the Middle Ages: a dead language from an ancient civilization (the Valyrian Freehold, his analogue of the Roman Empire) that is only used by scholars and educated noblemen. High Valyrian eventually evolved into many variations of Low Valyrian in Essos, in the same way that Latin gave rise to the Romance languages Italian, French, Spanish, Portuguese and Romanian.
It is the first time that the Valyrian phrase 'Valar Morghulis' is given its proper response 'Valar Dohaeris' on-screen.
The title refers either to the wildlings' climb to the top of the Wall, or to Littlefinger's metaphor of chaos as ladder and the fate of those who try or refuse to climb it, as "the climb is all there is".
Neither the show nor the books make it clear if Tywin really believes that the rumors about Jaime and Cersei's incestuous relationship are malicious lies, or that he has his suspicions but chooses to pass the rumors off as lies anyway.