Crackpot theory-Jon is not dead because Jon is not Jon update:
Will do my best here to put it all together.
Magic we know can and has been done: reanimation of the dead, glamour of one person to look like another, a warg ability to take over another.
Okay, Mel knows Jon is in great danger, would she just let him die and hope to bring him back, short answer no. As far as Jon knows, Arya is all that is left of his family (and his favorite besides), he cannot just let Ramsey have her. Mel tells Jon “Look to the sky for answers, when you get them come to me.” I believe he did just that after reading Ramsey’s letter. It is stated that he had a 2 hour meeting between reading and going to his “death” it did not take that long for Jon and Tourmand to get their plot together. Ghost and the raven know something is up (granted this is before Jon gets the letter) but if they could sense Jon was in danger they could sense what was about to happen, Ghost goes so far as to bite at Jon, and had he been allowed to go with Jon it would not have worked. So he remains locked up.
I had already figured Mel had glamoured someone to look like Jon, my sticking point was who? They would have to be willing, and would Jon allow someone he trusted, that was willing to do such a thing do it, probably not.
Now for the connecting pieces, I give credit here where credit is due: To Imp, for reminding us of those bodies locked in their cells that must be there for a reason, and to my son for saying “Doesn’t Rhallor give the power to raise the dead, what about those bodies?”
If Cat can be brought back after rotting in the water for days, a semi frozen body should be easy.
So this is what happened, Mel breathes life (a semblance of one anyway) into a convienent body, glamours it look like Jon, Jon goes into it long enough to make that stupid speech (after being convinced by Mel and Borug(the guy with the boar) that he can do this), body gets killed, Jon picks up Ghost, who is really freakin out cause Jon in a dead body really upsets him. Now I believe the wildlings may well go on to Winterfell, will Jon go with them or it was that only part of the plan to draw out the danger, I don’t know.
All of this allows Jon to rid himself of those standing in the way of what must be done, it also lets him keep his friends. I say this because he is of the North, in the North, followed by the North. If he is brought back by Mel, he becomes Un-Jon, someone the northerners would view as an other, even if he can go into Ghost while his body dies, they would still hold this view. To warg is acceptable even valued, as long it does not involve taking another person. A dead body, with the potential to be an other, would surely not count.
I rest my case and claim bragging rights when this all proves true!

If it doesn’t we will just forget that I may have gone crazy!
