Ooooh, Littlefinger, when Arya finds out that you were the one who betrayed her father, you're going to get that dagger back in a way you won't like. I did enjoy his visible *gulp*, though.
I don't think Sansa was angry when she was watching Arya spar with Brienne. I think it was the dawning realization of just how much Arya has changed and how little she knows her now, and not a little bit of fear. Out of all of them, I think that she's been the one most longing for the family she never thought that she'd see again, and when she does get them back, they're complete strangers. They may be home, but the world is a very different place.
I could see Dany and Jon agreeing to cement their alliance through marriage once the war is won. Plenty of time for them to find out Jon's parentage before they actually get to business.
I'm sure they'll fish Jamie out of the water. Dany is smart enough to know what a valuable hostage he makes, for starters. Then the question is, will Tyrion do for Jamie what Jamie did for him. Possibly, spending some time as Dany's "guest" will cause Jamie to start seeing Cersei in a new light.
That battle scene was glorious and I scared the hell out of the dog. Fire and blood, yassss, queen!
Of course Bronn is teflon. He's a mercenary completely lacking in loyalty and principles; that's the best chance of survival in their world.