A lot depends on who you are dealing with. Fox, for instance, has been great with the Na'vi folks so far, and it looks like HBO has been about the same with GoT fans of all types. On the other side, Paramount keeps a pretty god hold on the Klingon folks, although the Klingon folks have earned themselves a lot of leeway by 'behaving'. And then there is Disney. I am surprised they don't have a lawyer in every movie theater!
All that said, I don't think HBO would say much-- if they can even say anything-- if we made some shirts for use within our community. The only pace where there might be problems is if we came up with something that casts HBO or GoT in a negative light. And I don't think anyone here is interested in doing that.