Shireen is at the Wall too.
There is the possibility that the books will play out different than the series, that is true. Though, I'm of the mind that the Snow has fallen, and Azor Azhai is just a huge red herring. It would be neat if Davos joined though. That way we can see what happens there through the eyes of a sympathetic character. I think Stoneheart would make Snow coming back a little bit too much "been there, done that" for Martin's tastes. He isn't exactly writing this story to make people happy.
My thought's on how things will start at the beginning of WoW/Season 6
> Stannis' army revives, providing the first major White Walker force outside of the Wall.
> The brothers burn Jon's body, closing the book on his storyline.
> Daario and Jorah go on a Solid Snake mission
> War between Braavos and the Lannisters
> ???? for the Tyrells
> Winter truly begins after the Boltons and the Watch get devastated