I liked the Sansa and Arya reunion for the most part. About the Lady Stark thing wasn't there something in the books similar when Arya was thinking about her? I don't know. I get confused now between the show and books!
When Jon and Sansa reunited I felt like it was almost a physical reaction from Sansa after the trauma of the whole fleeing through the snow thing. She literally ran into the arms of a strong man who physically resembles her father, even putting her face on Jon's fur collar. I think she felt physically safe with her big brother for the first time in a long time.