[BOOK SPOILERS] 5x09 Episode speculation

^Carice said in an interview that Mel didn't know about the attack.

EDIT: www.thedailybeast.com/articles/2015/06/09/game-of-thrones-murderous-red-priestess-carice-van-houten-on-melisandre-s-child-burning-ritual.html

She says:

“I think the event is pretty shocking to her, and she didn’t see it coming at all—that’s troubling to her, because she’s foreseen most things,” says van Houten. “But sometimes, I think her visions are a little blurry.”