Kekilli and Dormer submitted themselves. HBO just submitted Clarke, Fairley, and Headey.
Maisie Williams and Sophie Turner are both terrific on the show, and better than Clarke, but they're too young to be seriously considered.
It's hardly surprising that Fairley wasn't nominated. Diana Rigg had much more screentime than her, and she was submitting for guest actress.
The biggest story of these nominees, coupled with last year, is broadcast TV drama being on life support. Among the "Big 7" drama categories, broadcast shows managed only 3 of 41 nominations (Kerry Washington, Connie Britton, and Christine Baranski). Last year was the first year that there were no broadcast nominees for Best Drama, but this year makes it two in a row, and they were also shut out of Best Writing, Best Directing, Best Lead Actor, and Best Supporting Actor.