There's one answer that makes all the sense in the world to me. The Reeds. From what I've read about where in the North this scenario takes place, the Reeds would be a shorter ride than to the Wall so I'd have less trouble with Bolton scouts and hopefully with the iron born. I'd send my most loyal men to escort Rickon & Osha to find the crannogmen and Howland Reed. It's common knowledge that the Reeds have a close relationship with the Starks and their castle is difficult to find.
As for Roose and Ramsay, I'd deny seeing the boy and ride to Winterfell to pledge my allegiance and ask for more men to continue my fight against the ironborn. It's a move that would help solidify their hold on the North (solidifying my own position with the Boltons) and a chance to make more Northmen loyal to my house. Now with triple the lands, more men loyal to my house and time to figure out which houses still hold loyalty the Starks, I'd simply bide my time. I would soon become a more powerful house in the North and when the opportunity presents itself, I'd kill Ramsay during a hunt and Roose shortly afterwards. Then I'd declare Rickon the new lord of the North and march our army south to deal with the Freys, avenging our families.