I was blown away by this episode, even as I recognized there were some story and character flaws -- but the direction and filming of the battle scenes was just incredible, so flaws and all, I just loved it. Watched it again after reading all these posts and had some thoughts:
Secretive Sansa: She was obviously deeply worried about their situation and frustrated that Jon seemed resolutely committed to attacking with only about half the troops that Ramsey had and with no understanding of Ramsey's skills at psychological warfare, but she admitted herself that she was not able to offer other suggestions or plans because she doesn't know anything about battle strategy -- yet her intuition was right on that they were in serious, deadly trouble. She may also have been picking up on Jon's extreme moroseness/maybe death-wish, and started to freak, particularly after actually seeing Ramsey in person again. I don't think she was hypocritical about the chances of saving poor Rickon -- when she first talked about saving him, things were looking up for her for the first time in ages -- she'd escaped Ramsey, Brienne appeared out of no where and saved her and took her safely to Castle Black where Jon was Lord Commander, he received her warmly, they were envisioning lots of support from northern houses. . . I think at that point, she genuinely believed saving Rickon was possible, and that Jon would figure it out if he just tried, and she just had to motivate him and help rally the North to his side. After the massive failure of their rally-the-troops-tour, the Blackfish's unexpected demise, Brienne's continued absence, actually encountering Ramsey again, and the realization that Jon had no plan as to how to save Rickon other than to somehow miraculously beat Ramsey in battle with half the number of troops, and most of them horseless wildings -- she got the score. I don't think her change in expectations was hypocritical so much as the hardened realism her experiences have given her. And she was right. She didn't know how Ramsey would bait Jon, but that he would, and successfully, because Ramsey's obscene sadism and indecency give him an enormous advantage, especially when he is in possession of a kid that you love. Which, thanks to the fucking SmallJon, he was.
Upon re-watch I noticed that when she and Littlefinger arrive with the Knights of the Vale, Sansa initially looks very grim and unhappy, while Littlefinger looks gleeful and smug, as usual. When the battle starts to turn, Sansa then smiles triumphantly, but my best interpretation of her looks and behavior is that Sansa did not want to ask for Littlefinger's help unless there was absolutely no chance they could prevail without it. I think that's why she said nothing to Jon, got increasingly frustrated with him, and did not contact Littlefinger until after they'd had so much failure getting supporters and yet Jon insisted on engaging Ramsey in battle anyway. I think she still held out hope that Jon could figure out a way to prevail, maybe even right up to the moment Ramsey forced Jon into the field in that futile attempt to save Rickon. I would even guess that Littlefinger and Sansa mutually agreed the Knights of the Vale would enter the battle to turn the tide and ensure a Stark win, but only if it appeared really necessary. This would minimize the losses to the Vale, which is good for Littlefinger, and maybe in Sansa's mind reduce their obligation to him as well as the credit he'd take for the win. We suspect that Littlefinger will want Sansa to marry him, sleep with him, or who knows. I think Sansa fears that as well, but by now she probably also worries that whatever Littlefinger wants from them, it may be much worse than that, in ways they can't yet fathom. So she avoided taking him up on his offer until it appeared there was no possible other way.
Alternatively, maybe the show is planting seeds of a conflict over Winterfell between true-born, but female, Sansa, and male-but-a-bastard, Jon. If so, that would be a reason to keep things secret from Jon, and to allow troops loyal specifically to him to serve as cannon fodder, while preserving the support from the Vale for herself, and it would also reduce the number of wildlings, solving the problem of feeding and housing them, and getting the North to accept them. Very cynical, Tywin-esque move there, if that was the plan. I hope not, because the last thing I want now is Stark family members fighting among themselves, and Sansa becoming that cynical and ruthless.
The Fucking SmallJon and the North that Selectively Remembers: Boy I really, really hoped they'd have the Umbers turn on the Boltons. The actor who played the SmallJon was kinda hot and charismatic for a second fiddle character, and the dissent in the ranks of the Boltons was a great storyline in the books. He and his troops bellowing out "Who holds the North? WE DO! Who holds the North? WE DO! SHOW ME!" was intimidating and impressive, and I am sad for the North to lose such ferocious fighters, who will be missed in the wars to come. But if the SmallJon could just have talked to Jon about the wildings south of the wall and cut a deal or something, Rickon and Shaggy Dog might still be alive, they could have agreed to fight the Boltons and let the wildings have the former Dreadfort (to be re-named Fort Wun Wun, so far as I'm concerned), getting them out of the Umber's hair, and the SmallJon could have gone back to bear hunting or whatever else Umbers do to amuse themselves while waiting for winter to set in. Stupid SmallJon -- you know Ramsey was no good and you were so close to being awesome, but ended up being responsible for so much tragedy. If Ramsey had not had Rickon in his possession, and if the Small Jon had delivered him to Jon Snow instead, so much would have been different -- so many more houses would have felt obligated to support the Starks. Kind of like the GreatJon, who had the bright idea that Robb should be King in the North, which pitted the North against the real Baratheons and substantially limited their options for dealing with Ned's execution. Fucking Umbers. Great fighters, but that's why they're apparently not contenders for Warden of the North I guess.
R.I.P. Rickon and Wun Wun: RIP to them both. I was very sad we didn't get to see the "wild little brother" Ramsey wrote about and his direwolf Shaggy Dog. Poor kid, Ramsey really is a monster. Yet I was equally if not more saddened to see the passing of Wun Wun, last of his kind. He was fantastic. I wish they had thought to have him just barge right through the encircling shield troops and just run through the Bolton troops in a circle, stomping on men and tearing them apart as he ran the perimeter. That might have been enough of a distraction to break the wall of shields and enable the Stark forces to get out of the trap. Oh well, easier said than done I guess. Wun Wun was amazing, and they couldn't have broken into Winterfell without him. Rest well, Wun Wun.
Ghost: I agree that there's no way he could realistically have survived that battle. I hope Jon left him at the Wall with Edd. Edd's completely trustworthy, owes Ghost, and could use a friend up there, four-footed or otherwise, to watch his back.