While some years a go there was a claim that Martin had said (in a mail to an individual who reported on the GeorgeRRMartin mailing list) that Aegon was dead, the exact wording of this statement was never produced and the reporter could not vouch that he had correctly interpreted GRRM’s statement to him. Since then, GRRM has been cagier about the issue. For example, when asked about the fates of both of Rhaegar’s children, he only provided a definitive answer concerning Rhaenys’s fate (SSC). When probed further about Aegon, his answer was rather coy (SSC).
The popular theory as to why Aegon is not dead is that he was spirited out of the Red Keep at some point, and replaced with another baby who looked somewhat similar (not the easiest thing to do, since Aegon was coming out more Valyrian, but presumably any child with fair hair and blue eyes would probably pass inspection by the likes of Ser Gregor Clegane). It’s usually thought that if this was the case that Varys would be responsible for it. Candidates for who Aegon may now be are many, and include Samwell (too old, in fact), Edric Dayne (too young), an as-yet-unnamed child residing with Howland Reed in the Neck (speculation based on metaphorical analysis of the text), or someone else entirely. One reason why some feel that Aegon must have survived include Rhaegar’s definitive statement that Aegon was the prince who was promised and that the dragon has three heads (II: 512). Martin has noted, however, that one does not necessarily have to be a Targaryen to be one of the three heads (SSR).
A Dance with Dragons provides us Young Griff, who is apparently revealed as Aegon Targaryen, the trueborn son of Prince Rhaegar and the rightful Targaryen heir to the throne. Much as speculated in the past, the tale goes that Varys spirited him out of the Red Keep, substituting another child in his place. Raised in secret of Essos, he was placed in the care of “Griff”—the exiled Jon Connington, who at Varys’s suggestion let it be put about that he died in disgrace—who, with other Westerosi, raised him in preparation of his claiming the crown one day. Tyrion Lannister appears to accept this story, and puts it into Aegon’s head that he should invade Westeros rather than seeking Daenerys. Aegon’s landing on the shores of the stormlands causes confusion in King’s Landing, as with the help of the Golden Company he successfully seizes several castles.
However, our own view is that Aegon is not, in fact, Aegon Targaryen. Despite the many details that appear to match up—including his apparent age and Valyrian features—the fact is that there is no proof from Connington that Aegon is who he says he is. He only has Varys’s word for it. Valyrian features still remain visible in the Free Cities, particularly in the Free Cities of Lys and Volantis, which are repeatedly noted (especially in A Dance with Dragons) as still having the silver-gold hair and violet eyes among a significant portion of the population. It would not have been hard for Varys and his partner-in-crime Illyrio to have a child to take over for the deceased Aegon, to construct this false narrative, and to pass the boy off as Rhaegar’s to a man who bother worshipped Rhaegar and dearly wanted to believe that there was a way back to Westeros to reclaim his lost glory and honor.
One of the most intriguing theories connects to Illyrio’s conversation with Tyrion as they travelled from Pentos to meet Griff and his company. There, Illyrio revealed three important pieces of information: that there was more than just a bond of friendship leading him to work with Varys (V: 74), and that he adored his now-deceased concubine Serra of Lys whose features included silver-gold hair (V: 79). This has led us to speculate that “Aegon” is in fact Illyrio’s own son by Serra, passed off as Aegon with Varys’s connivance. This would neatly explain his affection for the boy (whom he seems to have raised in his own household right up to the time that the opportunity to ensnare Connington in their plot presented itself [V: 22]), what gain he seems to think to gain from this risky venture (having his own son on the throne must be quite a pleasing thought to his ego), and the possible reasons for why “Aegon”‘s Valyrian appearance comes from his Lyseni mother, where men and women alike are known to still have Valyrian features. A further complication of the theory even suggests that Serra is related to Varys (who also originally hailed from Lys) and that they are both descendants of either the Blackfyres or Aerion Brightflame, the Targaryen prince who was exiled to Lys for a number of years and whom Martin claims may well have left a few by-blows behind when he returned to Westeros to drink his cup of wildfire (SSC).
Perhaps the chief reasons to believe that Aegon is not truly Aegon is the fact that there have been two separate visions suggesting that there are “false dragons” present in the tale: Daenerys’s vision from the Undying (“Daughter of Death”) and Moqorro’s vision as reported to Tyrion (“Dragons Old and Young”). The chief evidence used against the theory that Young Griff is not, in fact, Aegon, relates to Varys’s explicit rejection of the dying Kevan’s claim that Aegon was dead. Our own counter to that is that Varys reveals, in the very same conversation, a belief that someone can be shaped to a purpose—in Aegon’s case, to be a king. But this logically goes further: that someone can be shaped to believe that they are something that they are not. That is, when he rejects Aegon being dead, what Varys may well mean is that for his purposes, Young Griff is Aegon—he has directed his last seventeen years or so to shaping the boy to be Aegon Targaryen.
Syrio’s fate is completely unknown. However, speculation has run between his having been killed, his having been imprisoned, and his having been merely a disguise of a Faceless Man who was thrown into the black cells, changed into Jaqen H’ghar, and is now at large in Westeros. A Feast for Crows appears to put an end to this latter theory, as Jaqen H’ghar was apparently already in the black cells before Syrio’s confrontation with Meryn Trant.
In 2005, GRRM pointed out that Syrio seems to have been left in a hopeless situation when he was last seen, and suggested readers should "draw your own conclusions" based on this (SSM), which seems to imply that Syrio Forel was in fact killed. More recent reports (but, it should be said, unconfirmed) indicate GRRM does not understand why he gets asked the question repeatedly, pointing out that Syrio is not immortal; if accurate, this seems to more heavily imply that Syrio Forel is dead.
Besides the fact that we know that Davos is a returning POV in AFfC, Stannis’s use of the present tense when he says, "Lord Seaworth is a man of humble birth…" (III: 867) shows that Davos is alive. He is probably at Eastwatch, with the fleet and the royal household.
Alester Florent, who was condemned as a traitor, is almost certainly the man who was consigned to the flames (III: 856).
While in A Feast for Crows it’s stated that he is beheaded by Lord Manderly at the behest of Queen Cersei. Some believed that this must be some sort of trick on Lord Manderly’s part, which turned out to be the case in A Dance with Dragons.
Yes and no. At the end of ASoS, it was clear that she was resurrected (III: 924). It was widely assumed that this was done by Thoros of Myr, until AFfC was released, which made it clear that it was in fact Lord Beric Dondarrion, breathing his magical fire into Catelyn’s body and putting an end to his own life in the process (IV: 640). ASoS also marks her final appearance as a POV character in the series.
A more important question is whether the Catelyn we see in the epilogue of ASoS is the same as the one in the preceeding novels. GRRM himself partially addressed this point (KLQ) by stating that his view of resurrection was different than, say, Tolkien’s. While it’s very unlikely that Catelyn is now an "evil flesh-eating zombie", it does suggest that she may be a vastly different person than who she once was. Her desire for vengeance for herself and her family, and her sheer ruthlessness in pursuit of those whom she feels have contributed to this (as revealed in AFfC), certainly supports this.
The common perspective on this is that Gregor Clegane is still "alive", in some sense. Qyburn’s use of Gregor for his experiments (touching on magic and necromancy specifically), which appear to be quite gruesome and murderous given the individuals given over to him who are killed as part of this experiment, suggests that he has been able to keep Gregor’s body functioning. Certainly, the "champion" that Qyburn alludes to (IV: 479, 656), for whom an extremely large and heavy suit of armor has been commissioned, would seem to fit Ser Gregor. If this turns out to be the case, it will remain to be seen whether Gregor—or whatever has been made of him—is still capable of independent thought and action.
Introduced into A Dance with Dragons is the silent “Ser Robert Strong”, recommended by Qyburn and placed in the Kingsguard after Cersei urged it on Ser Kevan. This is, clearly, Ser Gregor… or what remains of him. It’s noted that he does not speak (allegedly because he has sworn a vow of silence), does not seem to eat, use the privy, or even sleep, suggesting that whatever Qyburn has done has left Gregor as something inhuman and perhaps not even truly alive, as Kevan speculates.
In general, it’s not believed that Sandor Clegane is dead, despite the testimony of Elder Brother and others. The reason for this is quite simple: the gravedigger.
When Brienne visits the Quiet Isle, she notes that the novices of the order are not only sworn to silence, but wear woolen scarves that hide their faces. While walking up the path to see Elder Brother, she notices a novice digging in the lichyard who’s described as even larger than her and lame (IV: 463). When Dog goes up to him, he drops his spade and scratches the dog’s ear (IV: 464). Later, during a meal, the novice is described moving with a half-lurching gait (IV: 467). Finally, when Brienne discusses Sandor Clegane with the Elder Brother, she dejectedly remarks that Sandor Clegane is dead, to which he responds, "He is at rest." (IV: 470) Later, he says, "the Hound is Dead".
GRRM has previously stated that Sandor Clegane is taller than Brienne (SSM). As last seen in ASoS, he had taken a wound to his hip that became dangerously infected, recovery from which could very likely leave his movement in that leg impaired. And as he told Sansa in ACoK, he was fond of dogs (II: 211). These details all fit the large, limping, dog-loving novice. Combined with Elder Brother’s very specific phrasing—that Sandor Clegane is "at rest" but that "the Hound" is dead—it’s been understood that Elder Brother is hiding the truth without outright lying. The novice who is trying to find peace on the Quiet Isle is Sandor, who has put aside the rage and hatred that made him the Hound, "killing" that part of his persona.
Opinion is somewhat mixed about this, although the belief that she will survive her encounter with "Lady Stoneheart" seems more common. The key matter is just what the word she shouts is. There are those who think she merely shouts the name Jaime out a last time before dying, but another word presents itself in the text: "sword" This is one of the two choices that Brienne is given, the noose (death) or the sword (promising to kill Jaime Lannister). Why would Brienne do this, despite her feelings towards Jaime? Just before she shouts, she looks to Ser Hyle and Podrick as they’re hanging and dying, and it’s only after this that she shouts. Those who believe that the word is "sword", or some variation on it, take this to be the reason as to why she does it: if it were her life alone, she might have accepted death, but she cannot let her companions die. The final descriptive sentence before the shout, "nothing had ever hurt so much," may well refer to the mental anguish at choosing the lives of herself and her companions over that of Jaime Lannister.
The Jaime chapter in A Dance with Dragons seems to settle matters, with Brienne appearing to lead Jaime away from his companions and disappear with him. However, it’s been proposed that Brienne did indeed hang, only to have Thoros or Lady Stoneheart somehow resurrect her. While we do not believe this is the case, that cannot be definitively confirmed or denied with the evidence at hand.
At the end of A Dance with Dragons, Jon Snow is set upon by disaffected members of the Night’s Watch—led by Bowen Marsh—who believed he was leading the Watch to ruin:
Jon twisted from the knife, just enough so it barely grazed his skin. He cut me. When he put his hand to the side of his neck, blood welled between his fingers. “Why?”
“For the Watch.” Wick slashed at him again. This time Jon caught his wrist and bent his arm back until he dropped the dagger. The gangling steward backed away, his hands upraised as if to say, Not me, it was not me.
Men were screaming. Jon reached for Longclaw, but his fingers had grown stiff and clumsy. Somehow he could not seem to get the sword free of its scabbard.
Then Bowen Marsh stood there before him, tears running down his cheeks. “For the Watch.” He punched Jon in the belly. When he pulled his hand away, the dagger stayed where he had buried it.
Jon fell to his knees. He found the dagger’s hilt and wrenched it free.
In the cold night air the wound was smoking. “Ghost,” he whispered. Pain washed over him. Stick them with the pointy end. When the third dagger took him between the shoulder blades, he gave a grunt and fell face-first into the snow. He never felt the fourth knife. Only the cold . . .
For many, this is inconclusive: he might only be very injured. However, our own view is that Jon Snow has died at the end of the scene. So, in short, yes, we believe he’s dead.
But we do not believe this is a permanent state. The series has already revealed several characters who have been resurrected from death. Two, Beric Dondarrion and Catelyn Stark, returned to life through the apparent intercession of R’hllor, or at least Thoros of Myr’s fire magic (directly, and repeatedly, in Beric’s case; indirectly, through Beric, in Catelyn’s case). With Melisandre of Asshai’s proximity to events, it does not seem impossible that she, too, might achieve a similar affect. However, we believe Jon’s case will be complicated by the fact that he is a warg. His last uttered word—the name of Ghost—seems too open to the possibility that Jon (described as a powerful skinchanger by Varamyr Sixskins [V: 12]) reached out to the direwolf at the moment of death. As the Varamyr prologue reveals, skinchangers can live a “second life” when they die, pushing their minds into one of their beasts, and something like this might explain why Orell’s eagle retained such a hatred for Jon, because Orell was still in the eagle’s mind when he was killed.
The complication may be that even if Jon’s body is revived, his spirit may be within Ghost, leaving his body a shell. It may be coincidence that one can foresee a situation where a revenant Jon Snow is as much a vegetable as Khal Drogo, but there may be something quite purposeful about this parallel. The question would then lie in how Jon Snow’s spirit might be restored to his revived body… and that, we suspect, is a problem for the last greenseer or, perhaps, Bran Stark.