I think Mace Tyrell's impression of Sansa's guilt is still unclear. It's entirely possible--plausible even--that he thinks Sansa disappeared because she was guilty. And Shae did testify to that effect, and while we know that that was a lie, Mace well have believed it.
I don't recall the Night's Watch inflicting terribly severe losses on the Others. Mance Rayder, viewing the battlefield afterward, had the opposite conclusion: "But when the dead walk, walls and stakes and swords mean nothing. You cannot fight the dead, Jon Snow. No man knows that half so well as me."
And the Others don't rely on traditional plate armor or weaponry. Here's Sam in ADWD: