I like your Bear Island theory a lot. I got some reminders that The Mormonts are indeed very loyal to house stark and confirmed on a map they're on the West ocean with the Iron Iles. That gives John an opportunity to meet with Theon potentially...and ships.
I really got the impression from Daavo's speech to John and John's original intention to head south that he is headed in another direction - plus they might bring Bran south and I really doubt there'll be some happy reunion with 3 Straks. Someone is leaving the north after Winterfell is taken...I won't like I considered him dying too, just because the actor 'lied' about John Snow being dead so much...maybe he didn't mean from eps 2-9.
Riverrun Sansa is very possible too though, that is a very good point about Blackfish. Maybe she'll leave Rickon as the one stark in winterfell.
I probably overshot the end of the season by a bit for a few characters but some plot lines feel pretty accelerated in favor of the north. The season is obviously building at least 3 big collisions:
* The North: Civil War
* The faith vs royalty
* Slavers vs the enough fucking around already get out of the east and take Euron's damn ships back to Westeros by the end of this season. Seriously.
Arya/Bran are very much wild cards but I write off things that aren't foreshadowed somewhat (even if they are in the previews for the episodes). The dragons are very absent other than Tyrion dragon whisperer and dragons in the north are a super long shot whereas wasn't benjen was in a recent previously of game of thrones recap? They don't do that for no reason.
I think they've confirmed 2 more seasons so there is plenty of time for these small battles to conclude and bring all the story lines back together.