The whole bit a few seasons ago with Beric Dondarrion being brought back to life by Dennis Pennis could easily have been left out of the TV show if the fact that Red Priest/esses being able to do that wasn't going to be a factor for a major character in the show at some later point. So Melissandre showing up seems to suggest that's where it's heading. I'll LOL if Jon, Stannis and Myrcella all end up surviving after that episode, but Sansa and Theon are dead at the bottom of that wall.