So as we all know, Tywin Lannister is dead. But is he? I do not think he is dead, and it is probable that he in fact is the Dusky Woman. No, I'm not saying Tyrion killed a double or anything, but in fact that Tywin warged into the DW as Varamyr Six-Skins did as his current form was killed. Why else would GRRM include so much information about a useless caracter if it would not have some significance to the overall plot?

It is very likely that Tywin knew Tyrion was coming to kill him, first of all. Tywin knew he was poisoned for certain, he is not a naive character and knew about Widow's Blood and its effects during Tyrion's trial. This meant he has been planning his death for some time now. In order for this thory to work, we have to make a bold assumption. The one that Tywin is in fact a warg. Although numerically it may be nearly impossible, we have to remember that this is a book series and main characters are obviously much more likely to have these powers. It is also a possibility that Tywin was even in league with the Bloodraven. This may sound improbable, but he did smelt down Ice of the Starks for a symbolic victory over the northmen, yet he left the Godswood in one piece, and it is likely that the most powerful man in Westeros would be a target of someone who has the ability to enter dreams. Anyways, back to more solid ground, I believe that Varys had Tyrion come to kill him to direct him to where he would be going, Lys. This would serve as the rendezvous point for them to re-encounter each other.

Tywin was very lax when Tyrion came to give him, and he clearly meant for Tyrion to ponder "Wherever whores go." Since this is not a specific location, it is possible that Tywin would spend time to build up his character in Lys before Tyrion (and Dany, but we will get into that later) would arrive. It is known that Lys has the most pleasurehouses in the world, so clearly that is where Tywin meant, and he knows Tyrion will figure this out at some point. Tywin cares about his dynasty, and this means keeping Tyrion alive, who he meant to wed Dany. Varys was definitely involved. They were very close and Tywin has money and Vays had knowledge, so it is only logical they would trade. So Varys sent Tyrion to Pentos to get him close to Dany, and Tyrion's nobility would help him out a lot.
Anyways, I am getting side tracked. If you've been able to follow my logic so far, you can see that Tywin is likely a warg. But if he were a very powerful warg, why choose the Dusky Woman?

Well, we do not know much about the origin of the DW, but it does not matter. The BR could have easily connected the two (possibly in exchange for the Godswood in KL), and it is also possible that they crossed paths at one point in King's Landing. Now, the DW was described as being aboard a slaver bound for Lys. This ties in with everything aforementioned. She also appears in the story around the same time Tywin dies. Coincidence? I think not. Anyways, the Greyjoy plan of taking the slaver may have disrupted the part of his plan where he planned on stealing a dragon to protect the realm (after all he was always ambitious), yet I will not go into detail on how his plan may work better now he is going right for Dany. I am off track again, I shall return to why the DW is warged.
First of all, both are pretty creepy characters. The DW also hisses when Moqorro appears, which would suggest that she knows he can find ou that he/she is not legitimate. She also acts very compliant and listening which suggests that she is indeed a part of a greater scheme.

This is based mostly off of speculation, but do you think GRRM would really just randomly kill the greatest antagonist in the series (apart from Joffrey), right after Joff died with four books to go? No.