The above graphic was posted by Lena Headey could be taken as a forward reference to a certain character named Lady Stoneheart. And potentially implying the character was coming to the series, possibly even in the finale. Would have made for a great reveal and cliff hanger for a season with so much action going on.
But she didn't show up. Why?
According to Alex Graves in an interview with Entertainment Weekly:
It’s a great question, because it’s all I asked about last year when I was doing [the episode with Brotherhood Without Banners leader] Beric Dondarrion — who ultimately is the person who finds Catelyn and turns her into Lady Stoneheart. But no, they didn’t do it. It was never on the docket to do this season — ever.
...They [showrunners David Benioff and Dan Weiss] have such a challenge adapting the books into a really focused television experience. It’s very hard, it’s very complicated, it’s much harder then they’ve been given credit for, I think — and they do a brilliant job. But to bring back Michelle Fairley, one of the greatest actresses around, to be a zombie for a little while — and just kill people? It is really sort of, what are we doing with that? How does it play into the whole story in a way that we’re really going to like? It just didn’t end up being a part of what was going to happen this season. And finally one [more] reason: In case you didn’t notice, a lot happens this season … To add that in is something they opted out of. But what’s funny is that it was never going to be in the season, yet it took off on the Internet like it was going to happen.