Alas, still no Charles Dance.
He wasn't submitted for consideration. The cast members submitted for Emmy consideration for the third season were:
Supporting Actor: Nikolaj Coster-Waldau, Peter Dinklage, Kit Harington
Supporting Actress: Emilia Clarke, Natalie Dormer, Michelle Fairley, Lena Headey, Sibel Kekilli
Guest Performer: Ciarán Hinds, Diana Rigg
I'm not sure if it's purely up to HBO and the producers to choose who gets submitted, or if the cast members have input in the matter. The inclusion of Kekilli (the weakest cast member in my opinion) over Maisie Williams is a headscratcher.
I'm glad to see Emilia Clarke and Diana Rigg join Peter Dinklage in the acting noms.