Pretty sure Benjen is Coldhands. Would explain the way he hides his face. That or Coldhands suffered some horrible facial disfigurement when he was killed, which is equally likely. But if Coldhands is Benjen it might help explain why this particular wight seems to be a good(ish?) guy, if Benjen was a particularly strong character.
Or a man who hates anyone mocking his family. Dwarves are generally comedic performers. Also were he the product of rape I highly doubt Tywin would keep him and be so insistent that he is treated as a Lannister. Aaaand I would imagine she would have tried moon tea. Dunno how effective that stuff is, but so far it seems to be. The rest is intriguing though.