This may have been covered, and I can't say im 100% sure on the exact prophecy but is it possible that THE HOUND is Azor Ahai? This thought came to me after last nights episode.
I recall something about being 'reborn' in fire (you could poetically say he was reborn in fire when the mountain burned his face)
The fact he didn't die when Arya left him suggests he still has a major role to play.
He saw the flames telling him to go north.
And lastly, which is pure speculation at the moment but may tie in is the upcoming battle north of the wall. IF, Thoros (im sure its him who has that fire sword) is killed and drops it. events may unfold and the hound is forced to pick this up - light bringer?
I am probably totally wrong, but thought it may be worth discussing?