Jons dead, tbh. We're always going to have someone up North so the White Walkers storyline gets continued, and next season it'll be Bran. Wouldn't surprise me if the opening sequence for next season was Jon being burned.
Stannis is dead, why the never showed you I don't know, but I'm almost certain he wanted to die the moment he seen his wife, and that he marched onwards in hope of being slaughtered, even if he survives he'll he'd up topping himself, and he'd rather go in battle.
No idea about Theon and Sansa, not even sure what they jumped into though, no doubt Ramsey and Brienne will find them though, even if they fall through a hole into the centre of the Earth, as both seem utterly invincible and capable of absolutely anything, hopefully they never meet or the fight will never end.
When did Ayra become so "ninja" btw? Her training seems to consist of being hit, sweeping the floor and cleaning dead folk, yet shes suddenly some shit hot assassin?