The Night's King should have been cut in so many pieces it would never be possible to walk as a wight ever again. I believe Coldhands is a wight, but warged by Bloodraven. It could well be he is indeed Brandon the Builder, but only if THEY killed him long time ago. And also that would make him about 8000 years old. For me it's not recessary Coldhands is a character we know, him helping both Sam and Bran's group is cool enough for me.