(SPOILER)I was thinking more along the lines of Gandalf the White coming in near the end of the TT battle with an army at his side, myself. But that seems to be where it's leading. If I had one major criticism for this season so far it's that it been largely predictable except for a few twists here or there.
As for the Arya scene, I'm just going to assume it's poor writing so I'm not disappointed if none of the theories out there ends up being true. Though if that's the case it's definitely going to be a serious low point in what has otherwise been a pretty decent season for the most part. The bait theory at least makes more sense than (SPOILER)it being Jaqen, or the more trippy the waif is actually a part of Arya's psyche and her killing Arya signifies her transformation into no one, but if that turns out to be true I'm going to be pissed.