I think the kidnapping attempt will be staged by LF. I think he will use a failed kidnapping attempt of his Bastard Daughter to reveal he has been honorably trying to protect Sansa Stark. The Lords of the Vale who LF has not bought off will be won over. I think LF and Sansa get Harry and the other Lords ready to go we take the North in her name. Harry and Sansa Stark will be betrothed and with plans to Marry at Winterfell where they can rule together. This will be what they sell the Lords of the Vale on, but LF is not planning on this happening.
I think LF is trying to unite the Riverlands, Vale, and North behind Sansa the same three kingdoms that put Robert on the Throne. LF is the Lord of Harrenhal and in charge of the Riverlands in some capacity, but Sansa Stark could make him pretty popular with her Tully features. The North is a huge question mark, but I have theories, I assume the Vale will arrive expecting the Boltons, but will find that the North is pretending to be under Bolton control in order to get hostages freed from the Twins.
Sansa I believe while Harry goes North, she will start hearing about Aegon Targaryen's return, and his victories. LF will position himself to look like he can make or break Aegon and Varys with the North, Riverlands and Vale seemingly under his power. Most importantly the Vale's food. Sansa and LF will out duel Arianne and Doran to become Aegon's Queen, but just as that decision can't be undone another Aegon is revealed in the North.
I think Jon ends up alive and Victorious some how at WF. They are pretending to be the Boltons victorious against Stannis, requesting the Twins prisoners. When the prisoner arrive at Winterfell, parts of the brotherhood and Howland Reed come with them. The North and everyone at Winterfell are arguing who should be in charge. The Vale Knights want Sansa. Jon wants Sansa. Everyone else want's Jon, the wildlings, the NW, everyone. Jon is refusing even though people are saying you died the Night's watch vows don't matter anymore. Jon is too focused on the others and is overwhelmed by it all. Then the secret is revealed as well as Robb's Will and everything is Clear Jon is not going to be Lord of Winterfell, but King of the 7 Kingdoms. The Knights of the Vale, the Brotherhood, Wildlings, and North all accept Jon as Aegon Targaryen. Jon Stark was going to marry a wildling Princess, but Aegon Targaryen needs to marry a Queen.
Sansa and Aegon I think will gather strength at Harrenhal after Cersei destroys KL. Sansa Whent Blood will help her not be cursed their just like Arya made it out ok. Jon Snow as Aegon will go to Daenery's to get help for the Other's while Sansa and Aegon try and fight Cersei and Euron who may join up. Jon will do exactly what Tyrion told the other Aegon not to do. He will go to Dany and basically say I am your Nephew and my claim is better than yours and I need a dragon. I think it will fail terribly at first, but in the end it will work out because Jon is one of the few people Tyrion liked and that will be Jon's key to winning Dany over.
I think in the end Jon as King will spare Sansa's child with Aegon even though he will directly conflict with his own children for the throne. If their will be a Throne or maybe a freehold. Not sure how Littlefinger goes or how creepy he gets, but I think he will win Sansa over briefly before being reminded by her siblings that she is a Stark and Winter is Coming. I also think she will see Aegon for what he is a Blackfyre.