Will Arya know when the scroll was written? Or will she assume the worst because that is what she does where Sansa is concerned?
One thing I like in terms of realism, but find frustrating in terms of plot progression and the like, is how no matter how clear-headed and competent a person is, they seem to regress quite substantially when they're with their family - specifically siblings. I love Arya and Sansa as separate individuals, but find them both so very frustrating when they're together. Likewise Tyrion's regression to broken little brother when he met Jaime, and Jaime's inability to see through Cersei's facade when he's with her (although that's arguably love as well as the sibling thing)
On a similar theme, we know that Bran and Gilly (and to a degree Sam) both have information about Jon Snow, and so this information has to be processed by the appropriate people - so it's sort of a waiting game as to how the exposition gets to the right people. Again it's realistic - this is how people discover things, but it's likely to be frustratingly slow.
As for the Fellowship of the Wight-Catchers. I'm totally against this foolish plan. Couldn't Dany have zoomed off up there? I know she said she didn't want to leave Dragonstone, but surely with the two dragons remaining, plus her Dothraki, plus Cersei temporarily being without an army, that was the perfect time to go Wight hunting.
I think Jorah has to die, as much as I would rather he didn't. He's an obstacle to the Jon and Dany pairing (if they're going with that). Personally I'd be quite content with Jorah and Dany getting together. In the books her thing with that dude who's conveniently disappeared from the tv shows and whose name I apparently have completely forgotten, that was all about her discovery that she could do what she wanted, she could call the shots re: sex and relationships etc and not always be the bought wife or the political marriage of uniting nations. Dany and Jon, aunt/nephew thing aside, just seems too contrived, whereas there was genuine happiness and relief and feeling between Dany and Ser Bear.