[shrug]I've only really seen her in Game of Thrones. I just never found her character convincing in the way that, say, Lady Stark or Cersei were. Maybe it's G.R.R.Martin's fault. But I'm not a fan of Sean Bean's acting either, so I may just be a bit fussy when being sold my imaginary characters.
I think (hope) he was joking.
I don't really know who would be good as Ellie. Some relative unknown ideally.
HBO's casting is pretty solid usually. GOT was always pulp entertainment and the hammy actors were appropriate.