While the depiction of the women "problem" in Game of Thrones can be difficult, it's also uncomfortably realistic of those times. And, honestly, a lot of the misogyny is still present to this day:

http://mylunaticravings.files.wordpress.com/2014/03/1958091_692513730771596_997758923_n.jpg

With respect to Shae though, we have the unusual case of seeing the context behind the "abuse." The violence that will occur between Tyrion and Shae isn't borne BECAUSE Shae is female, but rather because of legitimate personal conflict between two individuals.

To be clear, I'm not necessarily justifying Tyrion's admittedly extreme reaction to his perceived betrayal from Shae. But her death is also accompanied by Tywin's death, which continues the point of legitimate personal conflict between two individuals.

If a feminist wants to argue the point that Shae is being "abused" by Tyrion because she's female, then it wouldn't reconcile the fact that Tywin dies as well. Shae's death occurred because Tyrion was pissed as hell at both individuals, gender be damned.