Everyone needs a conspiracy theory....

Needle is not Valyrian steel. It's just a regular sword, albeit made in the style of the Braavosi, which is unusual in the land of Westeros.
 
Petyr left KL to secure Lysa's hand in marriage (and with it the Vale) as soon as they gave him Harrenhal and lord paramount of the ruverlands. He left with the full approbation of the court. No one knew he was hanging around waiting for Sansa, so no one thought it was that weird he wasn't around.

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I think the ghost of high heart's vision of the man on the bridge is meant to mean that Balon was killed by a faceless man hired by Euron...
 
From the discussion, SPOILERS: Theory on Jon, my interest in my epic absurdity of The Grand Unified Theory of Every Ice and Fire has been rekindled. The terrible thing is that I cannot find the references I made to it a few years ago. Soooo, since this is the place for conspiracies... here goes.

The entire purpose of my never posted, never completed, and almost incoherent Grand Unified Theory of Everything was to unite the theories of The Dragon has Three Heads, Jon's Parents, The Valonqar, The Younger and More Beautiful Queen, Azor Ahai Reborn, The Prince that was Promised, The Stallion that Mounts the World, and The Song of Ice and Fire. I'll try to sum it here succinctly.

If Aerys raped Lyanna and Joanna, then Tyrion and Jon are Dany's brothers... this means Three Heads of the Dragon.

If Aerys raped Joanna, then Cersei is Dany's sister... this means the younger and more beautiful Queen could also be the Valonqar if valonqar is gender neutral the same way that Aemon figured out that prince is neutral in TPTWP.

If Aerys raped Lyanna and Joanna, then Dany and Jon, if not Tyrion too, were born amidst salt and smoke... they could be TPTWP.

If Aerys raped Lyanna and Joanna, then by killing their true loves (either literally or metaphorically) Tyrion, Jon and Dany are all candidates to be AA Reborn.

If Aerys... err, I cannot make anything out of this relating to the Stallion.

Jon already seems to be Ice and Dany already seems to be Fire. If Tyrion's their brother, then I don't know what that means.

I admit to some cons for the GUT. First, to reveal this finally in A Dream of Spring might feel like deus ex machina. I hate deus ex machina. Second, GRRM is more intelligent than me... could I really have figured out the entire story? Highly unlikely. Third, how many hidden bastards, Targ or Baratheon, can there realistically be? Fourth, GRRM likes red herrings.
 
If Aerys... err, I cannot make anything out of this relating to the Stallion.
Mayhaps, The Great Stallion is Dany's three-headed dragon (she gave birth to them in place of her unborn child). Their power will be the symbol that unites all the khals into one khalasar, or all the kingdoms of the known world into one nation once again. A second coming of the great Valyrian civilization. She's already well on her way to conquering the eastern continent. After she's done freeing the slaves, she'll be off to Westeros to unite them against the Others.
 

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