Mmm I keep flip flopping but now I'm leaning on the "It's not Roy dying" side. I actually agree with the theory someone posted earlier of Stephen and Colton's tweets being a little unrelated.The death could be Akio. I assume for the next few episodes Oliver will be spending a lot of alone time with him.
And I definitely don't think Felicity is dying lol.
The "for the last time" thing Stephen posted about on facebook I think was referring to Laurel, especially since Katie hasn't been filming much. I don't think she dies but I think she goes away to do something temporarily.