You may be doing something wrong here.
What you describe here in the game where he had: Amory Lorch, Jaime Lannister, Shae, Lannisport Brothel, Brothel Guard and Ilyn Payne out by the end of Marshaling in the first round doesn't seem possible. That's 18 gold worth of cards, not including any cards that were not "key. Given that you can only place 5 gold worth of stuff in setup, that would be about 13 gold counted in the first marshaling phase. That seems really, really unlikely short of stacking the deck. So lets check that a few of the rules related to income-producing cards are being played correctly:
- Many of the income-producing locations (Roseroad, Goldroad, etc.) are "Limited." You can only place 1 "Limited" card (total, all cards with the keyword) during setup and can only Marshal 1 during the round. So, if your opponent is placing a Goldroad, a Searoad and a Roseroad during setup, he's breaking the "Limited" rule. I say this because a lot of people seem to think it is 1 card each by title instead of 1 card with the Limited keyword total, no matter what titles they have.
- You can only have 1 unique card by title in play at any one time. So, for example, you can't have 1 copy of Queen Cersei's Chambers in play as an attachment and another in play as a location. Only 1 total.
- You count and collect income ONCE at the beginning of your turn in Marshaling. Any cards that come into play after you count and collect income at the beginning of your turn don't benefit you until the next round. So, for example, if your opponent is doing something like placing a Goldroad during setup and taking a gold when it is revealed (before the first plots are chosen), or if he is marshaling a Crossroads for 2 (or a Goldroad for 0, or a Lannisport Weaponsmith for 1), then immediately taking 1 gold from the gold pool for the card's income bonus, he is not following the rules for income bonuses and counting income.
Anyway, it is really, really hard to get 18 gold worth of key cards into play by the end of first marshaling. If his deck is consistently doing this, I'd venture that some rule is being misplayed somewhere.