I've not read the books, so am basing this off comments here - but writing a female character as nothing but a 'money hungry whore' who we then feel no compunction about being murdered sounds like a pretty deep sexism problem in the core of the book.
Shae came from an abusive background and was very young in the books (I think she was 18 at most). Tyrion hired her for the 'girlfriend experience' but he often forgot that this was pretend because he's self-deluded to the extreme. And in the books he straight up murders her for saving herself. Cersei got a hold of her and her choice was simple, falsely testify or die. It even makes sense that she slept with Tywin considering that Tyrion took away everything from Shae that he previously paid her with (such as jewelry) and instead made her work in the kitchen for basically nothing. She is a whore, that's her income and Tyrion left her with nothing. It doesn't matter to her who she sleeps with, she needs money. And only extreme Tyrion defenders think that him murdering Shae was justified.
While there can be problematic sexist stuff in the books (not because it's a sexist society which it is but because GRRM is a guy and from a different time), the show takes it to a whole other level.
For example there are a lot of female characters cut out of the show but strangely not a lot of men (the latter you don't notice much because there are so many guys front and center in the books anyway). But Maege Mormont for example had 5 daughters, with Lyanna being the youngest. Dacy Mormont dies at the Red Wedding, while another of her daughters marches with Stannis against the Boltons/Freys in Winterfell, Lyanna is back on Bear Island and the other two are with Maege. There is Arianne Martell. There is Barbrey Dustin, a very intriguing northern Lady who we don't know what she is up to. There is Lady Anya Waynwood whom we only see in the episode where Sansa has to testify about Lysa's murder. And there are more.
Catelyn Stark in the books is a very ambitious woman (ambitious for her family not for herself because patriarchy). She is the one who tells Ned to take the job of Hand and make their daughter a queen. In the show they turned her into a whiny 'no don't leave me I can't do this alone' weak woman who rolls her yes when her daughter is excited about becoming queen. They had her give that stupid speech about it being her fault her family is suffering because she didn't love Jon Snow which never happened it the books. They basically just turned her into this weak emotional mother stereotype who goes crazy because of what happens to her children (granted GRRM veers into that a bit too but not to this extreme) and who can't do anything without her husband. Cat actually makes some very sensible points in the books (sure she also screws up but you know, human), in the show everything she said or thought that was sensible was given to other characters, mainly male ones. And of course the show completely cut out Lady Stoneheart, aka resurrected Cat. Their excuse was that they didn't want zombies on their show...which LOL.
There there is Sansa who they turned into a modern day 'mean girl' even though it doesn't fit in something resembling medieval times. She shouldn't even have been called Sansa considering she has nothing in common with the book character other than her looks. They apparently only saw value in her as a punching bag because they saw nothing of worth in this character. That's why we don't get her awesome 'not kneeling' moment during her wedding to Tyrion (because show Tyrion is whitewashed to infinity). That's why we don't get to see her actively planning her escape from KL which she had been doing for months. That's why we got the almost gang rape in the KL riots that's not in the books. That's why we don't get her Vale arc where she actually starts to learn how to run a castle and learns from LittleFinger. The writers of the show however didn't think that was a good story, instead they thought women were interchangeable rape dolls so she was shipped off to Winterfell to be raped and brutalized by Ramsey (whom she will never, ever meet in the books).
Brienne and Arya were turned into 'guy in a girl's body', if you will, stereotypes. 18 year old Brienne is fascinating in that she is very womanly in some aspects and motherly and she struggles with the fact that she doesn't fit into society as women are supposed to. She is a bundle of contradictions and doesn't really fit into a category which is why she struggles and that struggle is interesting. She would never say 'you sound like a bloody woman'. Arya's story is supposed to be tragic, instead we got misogynistic Wolverine who kills without it taking a toll on her and who thinks most girls are stupid. Arya is actually jealous of the fact that Sansa fits in where she doesn't, to the point that she believes her own mother wouldn't want her back because she was such a disappointment. On her journey through Westeros she actually meets a Lady who doesn't judge Arya for her stereotype busting ways but whom Arya makes the compromise for to wear a dress for once. It was a transformative experience for Arya. But her journey and all the killing she does is supposed to be tragic and not just because Arya is still only 11.
Then you have characters like Talisa (completely different character in the books and very different story) and the two Tyrell Ladies for whom strangely the patriarchy doesn't exist which makes how they treat some of the other women in the show that much worse.
I will give them Cersei as a positive, to a degree. Cercei in the books is just a giant narcissistic misogynist. Her and Tyrion are totally alike in that they are both Tywin, just Cersei is a lot dumber. They made Cersei smarter in the show. They also made her love for her children and Jamie genuine which it's not in the books (one could see this as sexist aka the mother trope). They are just extensions of her narcissism. However they also cut out some of her heinous acts in the show. In the books it was Cersei that ordered Robert's bastards killed. She also gave people over to Qyburn to be experimented on (a lot of them women). And she made a mess of her rule of KL until Kevan Lannister stepped in. But this change seemed to only have happened in the show because they loved Lena Headey. Lyanna Mormont in the show is more book Cersei than the actual show Cersei.
Then there are the multitude of female characters having to prostrate themselves and sing the praises of Saint Tyrion whether that was Shae, Sansa or Dany and whores who offered him free sex because he is so freaking awesome (meanwhile book Tyrion was raping slaves).
Then there is of course the utter unnecessary nudity and sex-position. Hell even behind the scenes it could be unpleasant for women. Jason Mamoa had to fight just to get Emilia a robe to cover her nakedness with. Hell they probably found it funny when they told Sophie Turner she would get a love interest in S5 only for her to find out nope, it's raping time.
