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Moving on to another question I have - Who did that letter Sansa write go to? We all assume it was Littlefinger, but was that really where it went? Why would she seal it with the Direwolf of House Stark if it were to him? I think she sent it to the Umbers or the Karstarks, possibly both. The seal means it's no joke that it's actually from Sansa Stark and she is calling upon those houses to rally to the aid of the surviving Stark heirs. The Umbers have no love of the Boltons. We saw Littlejohn call Ramsay and the Boltons ****s right to his face before he handed over Rickon. Plus, the letter was written right after Jon told Sansa there was no time to go to the Umbers or Karstarks. I think they, along with the armies of the Vale, are Sansa's ace in the hole for taking down the Boltons and whichever house stands with them.
Reddit has done the analysis of the letter Sansa is writing in the last episode, and they have determined based on the info available on the screen that... SPOILER:
Spoiler!
No surprise, it is a letter to Littlefinger saying he had promised to protect her, and now is his chance, so send the army of the vale to winterfell to help them, and she would see that he is rewarded.
I think the only reason for her not to tell Jon was that he'd be pissed she turned away a huge army for personal reasons, and she can't tell him now when she is trying to rectify that mistake. From a show/drama standpoint, it sets things up for Jon and the wildlings to start the battle, then have Littlefinger swoop in and save the day with the Vale army. That seems to be GRRM's goto move on large battles. Tywin and the Tyrells swooped in and save King's Landing from Stannis, and then Stannis swooped in and saved the night's watch from the wildling army.
I wonder if it will also serve as conflict between Jon and Sansa sufficient for Jon to want to go back to the wall and leave Sansa (and hopefully Rickon) with Winterfell?