After watching The Purple Wedding, I was disappointed they didn’t include Sansa’s hairnet in the show. Those who have read the books know that Sansa’s hairnet is an important part of The Purple Wedding. Its black amethyst could have (or not) been the source of poison put into Joffrey’s wine.
However, the hairnet was actually changed into necklace. In the show, Ser Dontos (a.k.a Ser Fool) gave her the necklace. (She wasn’t asked to wear it at the wedding day though, as opposed to the book.)
I rewatched the scene in which Lady Olenna talks to Sansa and noticed that Lady Olenna actually touched Sansa’s necklace. After it, a shot of the necklace was shown, its one gem missing. I am not sure if it’s really missing or if that’s just a style of the necklace since we didn’t get to see the necklace in full view before Lady Olenna touched it.
I am also not sure if Lady Olenna just touched the gem or actually took it. Her hand is so quick she could be a magician.