“Highgarden bought us the most powerful army in Essos, the Golden Company — 20,000 men, horses, elephants, I believe."
Those were the words uttered by a boastful Cersei Lannister to her brother and lover, Jaime, that made him realise she was too far gone and he couldn't take it anymore and left to fight for the living in Winterfell.
So imagine Cersei's shock and disappointment when the Golden Company's leader, Harry Strickland arrived with Euron Greyjoy and there were no elephants?
“I was told the Golden Company had elephants," she said. It clearly was a major problem for her because even after sleeping with Euron, she mentioned how disappointed she is, telling him: "I wanted those elephants."