I have the lion assembled so I can't check what came in the sprue. In the same sprue there were the white lion, the butcher and a couple of survivors so those pieces must be from one of the other miniatures. You can check the pieces on the sprue on vibrant lantern. http://vibrantlantern.com/build/whitelion/
They're neck/collar inserts for two of the female torso. If you pair up front and back you'll see the back side has a much larger spot, and doesn't have a nice snug spot for the neck to insert in. That's where you put this collar piece.