Maybe Tyrion will end up catching the greyscale but what we didn't know is that it has a different effect on dwarves : it will have the same effect as a mushroom in Super Mario and make him the tall handsome secret Targaryen that he ought to be. Because he's in Mereen and because of his blood he will end up with the control of the dragons and he will save his abused wife from the Boltons. Sansa will welcome him with thankful tears and give himself to him before they go conquering the rest of Westeros together. Then they will rule and have many children who will be the song of ice and fire. The end.
SansaxJon will not happen in the show because people will find it gross. When it comes to Arya it would be even worse. SansaxJon in the books might make a bit more sense though but I don't really see a reason why it would happen.
The episode was quite boring in my opinion. Dorne is just awkward. The wedding scene was aesthetically beautiful but the ending really unpleasant to watch. I'm usually very excited for upcoming episodes, I think it's okay to deviate from the books, but now I'm really scared that some plotlines won't make sense anymore and this episode made me realize this.
Back to the discussion "what will be Sansa's story arc from now on": when I watched the episode I thought of The Pillars of the Earth. Maybe the best outcome for Sansa would be to give the order to open the gates when Stannis arrives. I would hate that she has to leave Winterfell after all the trouble she had to go through, that would have been completely pointless to have her escape. Maybe Theon will escape and she will refuse to follow him, creating another "WTF" moment for the viewers like the time she refused to leave with the Hound. I would be okay with this scenario.