In the books:
Wex stole after the two, a woman and a boy. He must have stayed downwind, so the wolf would not catch his scent."
"He knows where they went," Lord Wyman said.
Davos understood. "You want the boy."
"Roose Bolton has Lord Eddard's daughter. To thwart him White Harbor must have Ned's son … and the direwolf. The wolf will prove the boy is who we say he is, should the Dreadfort attempt to deny him. That is my price, Lord Davos. Smuggle me back my liege lord, and I will take Stannis Baratheon as my king." - Davos, ADwD
GRRM interview:
He was asked where is Rickon and what will happen to him (a reader who forgot a part of ADWD it seems). GRRM said Rickon will appear in TWOW.
GRRM about Osha, SSM, Deeper than Swords: 26 Mar 2014 (its around the 56 min mark)
Q: Can you think of instances in seeing these portrayals, the actor’s take that gave you a new perspective?
GRRM: When Osha comes back in the books, it’s possible, I haven’t actually gotten to it yet that she will be influenced by what I’ve seen, that I will write a more interesting character.
Unicorns in TWoW, SSM: Neil DeGrasse Tyson's Startalk: 17 May 2019
Unicorns will appear in TWOW and GRRM will have a "unique" take on them
GRRM SSM, 8 Sept 2014
Q: Let us quote J. K. Rowling, queen of fantasy: “Fantasy has its own laws. Some things are prohibited. No sex near unicorns. ”
A: There are unicorns in my next book, and probably sex not far from unicorns. There's a lot of sex in "The Iron Throne" despite the dragons.
GRRM notes while writing season 4 of GOT, Vanity fair article:
Speaking of which: Martin leaves a little note for the producers when writing about Ramsay’s flesh-eating hounds, whom we see hunting down a girl for sport.
[N.B. A note for future reference. A season or two down the line Ramsay’s pack of wolfhounds are going to be sent against the Stark direwolves, so we should build up the dogs as much as possible in this and subsequent episodes]
This is the alignment of houses in the North:
Houses supporting the Boltons: Frey, Dustin and Ryswell. Manderly (Fake), Umber, Locke, Hornwood, Stout, Cerwyns, Tallharts, Slates - all most probably not loyal to the Boltons
Northern houses with Stannis Baratheon, fighting to free Arya Stark: Mountain clans - Flints, Norreys, Wulls and Liddles, Glover, Mormont, Umber, Karstark (Fake)
Note: Manderly has promised that he will be leige lord to Stannis if Davos gets him Rickon. Many of Roose’s bannermen (Umber is seen talking to Manderly, Stout consults with Umber etc.) maybe aware of what Manderly is planning and know about Rickon Stark.
House Glover is also interesting. Sybelle Glover declares for Stannis after he defeats the Iron Born at Deepwood Motte. Robett Glover is plotting with Manderly at White Harbor with respect to Rickon. Arya Stark helps free Robett Glover and other Northmen at Harrenhal. Galbart Glover is in the Neck with Robb’s decree legitimizing Jon Snow and naming him KITN.
This is the current weather in the North in ADwD:
“Lord Stannis is lost in the storm,” said Lady Dustin. “He’s leagues away, dead or dying. Let winter do its worst. A few more days and the snows will bury him and his army both.” - A ghost in Winterfell, ADwD
---
The first flakes came drifting down as the sun was setting in the west. By nightfall snow was coming down so heavily that the moon rose behind a white curtain, unseen. - The Turncloak, ADwD
---
The yard was a white wilderness, full of half-heard sounds that echoed strangely amidst the storm.The icy trenches rose around them, knee high, then waist high, then higher than their heads.They were in the heart of Winterfell with the castle all around them, but no sign of it could be seen.They might have easily been lost amidst the Land of Always Winter,a thousand leagues beyond the Wall. - Theon, ADwD
---
Lord Bolton unrolled the parchment. “His host lies not three days’ ride from here, snowbound and starving, and I for one am tired of waiting on his pleasure.” - Theon, ADwD
---
“The gods have turned against us,” old Lord Locke was heard to say in the Great Hall. “This is their wroth. A wind as cold as hell itself and snows that never end. We are cursed.” - A Ghost in Winterfell, ADwD
---
By the ninth day of the storm, every camp saw the captains and commanders entering the king's tent wet and weary...and report their losses for the day.
The fifteenth day of the march came and went, and they had crossed less than half the distance.
On the twenty-sixth day...the last of the vegetables was consumed...On the thirty-second day, the last of the grain and fodder. - The Sacrifice, ADwD
---
Justin Massey looked up from his horsemeat. “The cold count last night reached eighty.” He pulled a piece of gristle from his teeth and flicked it to the nearest dog. “If we march, we will die by the hundreds.”
“We had eight hundred horses when we marched from Deepwood Motte. Last night the count was sixty-four.” That did not shock her. Almost all of their big destriers had failed, including Massey's own. Most of their palfreys were gone as well. Even the garrons of the northmen were faltering for want of fodder - The Sacrifice, ADwD
---
“Winter is almost upon us, boy. And winter is death. I would sooner my men die fighting for the Ned’s little girl than alone and hungry in the snow, weeping tears that freeze upon their cheeks.” - The King’s Prize, ADwD
---
We had expected to find the king at Winterfell. This same blizzard has engulfed the castle, alas. Beneath its walls we found Mors Umber with a troop of raw green boys, waiting for the king’s coming.” - The Sacrifice, ADwD
---
The snow was following heavily outside."Wind's from the south," Yarwick observed. It's blowing the snow right up against the Wall.See?
He was right.The switchback stair was buried almost to the first landing, Jon saw, and the wooden doors of the ice cells and storerooms had vanished behind a wall of white - Jon, ADwD
This is the state of things in the North before actual Winter hits, which happens at the end of ADwD. Winter is not coming anymore, it is here in the books. This is Arya warging Nymeria in the Riverlands:
Her nights were lit by distant stars and the shimmer of moonlight on snow, but every dawn she woke to darkness.
------
"What three new things do you know, that you did not know before?"
"I know that some men are saying that Tormo Fregar will surely be the new sealord," she answered. "Some drunken men."
"Better. And what else do you know?"
It is snowing in the riverlands, in Westeros, she almost said. - The Blind Girl, ADwD
---
The castle dominated the broad fertile valley that maps and men alike called Blackwood Vale. A vale it was, beyond a doubt, but no wood had grown here for several thousand years, be it black or brown or green. Once, yes, but axes had long since cleared the trees away. Homes and mills and holdfasts had risen where once the oaks stood tall. The ground was bare and muddy, and dotted here and there with drifts of melting snow. - Jaime, ADwD
And finally KL:
"On the window seat a raven loitered, pale, huge, its feathers ruffled. It was the largest raven that Kevan Lannister had ever seen. Larger than any hunting hawk at Casterly Rock, larger than the largest owl. Blowing snow danced around it, and the moon painted it silver.
Not silver. White. The bird is white.
The white ravens of the Citadel did not carry messages, as their dark cousins did. When they went forth from Oldtown, it was for one purpose only: to herald a change of seasons.
"Winter," said Ser Kevan. The word made a white mist in the air. - epilogue, ADwD
Just a reminder that Rickon Stark and his direwolf are important and will be important in TWoW. One of the richest and most powerful houses in the North is backing Rickon Stark as Lord of Winterfell. Without Bran there, Rickon is the rightful heir to the North. Other Northerners in play include the Mountain clans marching for Arya Stark and the folks who know of and have Robb’s decree. And various Northern houses and clans are doing their own plotting to put a Stark in Winterfell.
Also a reminder that Stannis is stranded in a snow storm 3 days from Winterfell.
Marching from the Vale all the way to Winterfell in these harsh snowstorms, with a Vale army - who have no experience with the harsh conditions of the North - is near impossible.
Davos, Rickon, Shaggydog and Osha are certainly going to get to WF faster than Sansa and an army. Rickon has an actual Direwolf - the symbol of house Stark. House Stark follows male-preference primogeniture law of inheritance.
The Vale have their own problems brewing with winter here. Aegon has landed in the Stormlands, there is trouble in the Riverlands and KL is in chaos. Is the army going to abandon the Vale and go North in the harshest Winterstorms, experiencing huge loss of lives just to get Sansa to Winterfell?
The show is not the books. Nonsensical show plots don’t belong in the books. I will let just leave GRRM’s own words here:
In a convention panel this year, George said on the record that he had no idea what they were doing with Sansa or where they’re taking her storyline, which now makes sense perhaps.
