I really hope Sansa doesn't kill LF too soon - he's just such an entertaining bastard. (Also, I think that it would be only fitting if Sansa got to use him for her own agenda for a little while first).
If LF indeed ever seriously considered the Harry-the-Heir-strategy, you can bet that he has made sure that Harry is utterly and irrevocably in his pocket already. LF must have some dirt on Harry, otherwise he would never take the risk to install him as Lord of the Vale - a new Lord dieing too soon after Sweet Robin would raise suspicions indeed and LF usually operates with more plausible deniability. Scenarios in which Harry turns out be a decent guy, turns against LF and helps Sansa win back Winterfell are highly unlikely - LF would have made sure of that.
But even if Harry is utterly LF's creature, such a plan can not be implemented over night. If LF wants to play it safe - and he usually does - he'll wait with the Sansa reveal till the Lannisters are too broke to retaliate. And ideally he'd wait with the Sweet Robin disposal till Sansa has born a male heir for Harry. And then, there are still too many variables in the plan: What if Sansa has only daughters for a while? What if she's infertile? What if she dies in childbirth?
So, no, Harry is probably not plan A.
If LF really relied on it, he'd try a bit harder to keep Sweet Robin alive for a little longer, I'd say. I don't necessarily believe he's actively trying to poison the child already - he might indeed just want him to be as little of a hassle as possible - but at any rate he's not particularly careful either. Makes me think that maybe the Vale does not play a crucial role in his larger agenda after all. If he can keep it - great - if not, well, it served its purpose (a safe retreat while the rest of Westeros was at each others throat) and made for a good distraction. (Neither Cersei nor Jaime worry about LF believing him too busy establishing himself in the Vale). But the next phase of the plan will be probably launched somewhere else.
BTW, I don't think that LF has any serious designs on Winterfell either. I bet, he's not planning to lead any armies into any battles any time soon, and with Stannis and the Boltons in the North, he surely would have to. I don't know where people get the idea that Stannis would so easily accept Sansa -
- he'd at the very least make it conditional on Sansa declaring for him. Would LF really want her to do that? Would he risk getting in a fight with Stannis otherwise? That would hardly be playing to his strenghts (and LF is good at playing to his strenghts). Right now, LF has little use for the knights of the Vale.
I'd say he's saving Sansa for an even more profitable marriage pact - someone who'll have a direct shot at the Iron Throne. Willas Tyrell, Trystane Martell, Euron Greyjoy? Aegon, once he appears? LF's gonna roll with it.
And meanwhile....
he might actually get Riverrun. Would be most satisfying on a personal level too, I guess.
Think about it: He's got a seat in the Riverlands already, in theory only though. So far he has not shown any interest in establishing himself there, wisely, because that area is mess, still teeming with Lannister and Frey forces, who are in turn getting butchered by the BWB. LF's smart to stay out of it. But there have been hints already that soon the situation will consolidate - there's this big Frey/Lannister wedding on the horizon and the BWB is planning a little something.... Now lets assume we get a second Red Weddings, that's probably goodbye for the Lannisters and Freys. But it's also probably goodbye for Edmure, who is a Lannister hostage right now and would surely get killed in retaliation. And who's next in line for Riverrun then?
The Lannisters decimated, the Riverlands back under control of Pro-Stark/Tully-forces - the perfect moment for a Sansa reveal!
Of course, LF can't know that any of this will happen.
Or can he?
Okay, it would be a bit of a stretch that LF has teamed up with UnCat. But what about the BWB fragment led by Ned Dayne? There must have been some plot-related reason to split them up....
They would probably anticipate a retaliation against Edmure and try to free him in time, but if LF is involved, he can surely find a way to make that attempt fail.
Riverrun would be way cooler for LF than the Eerie or Winterfell:
1) For Winterfell, LF would have to risk open confrontation with Stannis and the Boltons - LF doesn't like open confrontation, so Winterfell can wait.
2) For the Eerie, LF would have to marry off Sansa, whom he wants to save for the Iron Throne (and ideally, himself).