Part of me thinks the (SPOILER)Syrio = Jaqen theory is just epileptic trees. It's nowhere near as well supported as the (SPOILER)Rhaegar x Lyanna = Jon theory. However, there are still some vague subtexts that hint that there might be something to it. It certainly would be awesome if true, since those two characters are two of the most badass ensemble darkhorses in the series and them being the same person would make them even more badass.