The problem with this, though, is that Sansa being pregnant with Harry's child could have some significance to the later plot. For argument's sake, if Jon became King he could legitimize her child, at which point that baby would be heir to the Vale, or lord if Harry and Robin are dead by then. There is absolutely no purpose to Sansa getting pregnant with a child by Ramsay Snow. The baby becomes heir to the Dreadfort...who cares?
As for the boy that Littlefinger was talking about, I assumed he meant Olyvar. If he is not being held by the Faith, Littlefinger could give him to Olenna, who could have Olyvar killed, or force him to recant his testimony.
I think the Stannis plot is actually pretty great right now. I don't think Stannis is going to hurt Shireen, and his final no to Melisandre will be what pushes her into thinking that he is not actually the Lord of Light, and then she will go back to the Wall in ep 10. Selyse falling to the ground in the snow is from when Melisandre leaves, I think. Selyse will probably burn Shireen after Melisandre leaves, maybe in the middle of the battle with the Bolton forces. I am guessing the season ends with Stannis killing Selyse, or dying himself.