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But a clue pointing to Sansa's ultimate demise may have been dropped all the way back in season one.
The new theory, put forth by Flicks And The City, points out that all the Stark children were once given direwolves. Since then, they've all died or disappeared, but Sansa's was the first to go. It wouldn't mean much if they were Labradoodles, but direwolves are magical pets and are inextricably linked to their owners.
What happens to the direwolves have mirrored their owner's fates. Hear us out:
Robb Stark's direwolf, Grey Wind, died alongside its owner at the Red Wedding - they beheaded the wolf as they did Robb.
Bran's direwolf, Summer, died in the cave, sacrificing itself so Bran and Meera could escape the wights onslaught. Later, Meera tells Bran he "died" in that cave when he became the Three-Eyed Raven. So technically, Bran and Summer suffered the same fate.
Rickon's direwolf, Shaggydog, was killed when Rickon and Osha was captured by Bolton allies. Soon afterwards, Rickon was killed by Ramsey in the opening salvo of the Battle of Bastards.
Arya's direwolf, Nymeria, is currently roaming wild in the woods, not unlike the untamable spirit of Arya herself.
Which brings us to Sansa and Lady. Sansa's direwolf was the first to go in the series, beheaded by Ned Stark at the behest of Cersei. With Sansa's direwolf long-dead, it seems like the Lady of Winterfell has been living on borrowed time. It's even possible, she may fall at the hands of a fellow Stark just like her pet did all those years ago.
Sure, Sansa's death may end up just being thrown on the pile of unfounded theories, but with at least a year to wait until the show returns, we'll take all the clues we can get.