If there's anything we know about GoT is that if a character looks like they're about to die or the actual death isn't shown, means they're going to be fine. If they're going to kill somebody they just do it and that's it. Like Oberyn's head smash or Jons stabbing. Not to say they can't be brought back, but cliffhangers are totally normal.
Also, in the ep 8 preview I'm pretty sure we see Arya jumping off a rooftop.