I missed the whole rat cook and Frey pie bit from the marriage of Faux Arya (J Poole) and Ramsay Bolton.
I also never thought about the Alleras and Sand Snake connection. I saw it online and it was a forehead smack moment. I was too busy trying to tell if the Alchemist was Jaquen, and when Sam arrived at the Citadel, I was just too worried about him to pay much mind to anyone else.
I am re-reading the books now and so many little character bits that I missed on the first reading are jumping out at me now.
I went on to the Forum of Ice and Fire. Their theories are great.