I've never understood why people see this as such a problem. That's an absolute classic way to build tension - you see it all the time in movies, where the viewing audience knows something that the person on screen doesn't know. You wonder how and when it is going to be resolved, and you can be on the edge of your seat knowing that the character is doing something totally 'wrong' for whatever reason, and that what he/she is doing is likely to endanger them or others.
I like Brienne as a character, but I found her AFFC POV chapters to be a bit slow and frustrating. Mostly because you know where Sansa and Arya are, and you know Brienne's looking in the wrong place.
Brienne IS looking in the wrong place, but the interesting thing is following her reasoning as she searches, and slowly getting to know her as a person, and also see the real effects of the war. Her chapters are a very different pace, but that is also good writing and excellent contrast, because you can't have just all Action! Action! It's also fascinating to see how her personality and background slowly emerges, how her view of Jaime slowly changes, and then look at his chapters in parallel and see his thoughts of her. Many of the subtleties in AFFC really only emerge when you read it again.
Edited by Currawong, 02 October 2012 - 08:08 PM.