Here's another couple completely absurd theories.
Theory: Margaery is actually a faceless man, uh, woman.
It explains the... hmmm, how shall I put this... her broken maidenhead. It could explain the need for the moontea. It explains her willingness to take on Joffrey. It explains why Mace, Garlan, and Loras all left her alone in King's Landing, ie. in the Lion's Den. It explains her lack of fear for herself in the clutches of the Sparrows. It gives a different explanation for Joff's death... c'mon, do you really believe anything Littlefinger says?
Theory: Asha will ally with Stannis.
A few of the Kraken who want lands of their own (or who will refuse to follow Euron) will want to settle on the territory that they've conquered in the North. Stannis, needing allies, will acknowledge Asha as Lady of the Ironmen. He may even let her take the title of Queen (sort of like how Doran is called Prince). Asha brings a small fleet in the western seas to Stannis and he gives her a secure base from which to raid Euron, Stark loyalists, or even Lannisters. From reading
http://www.chronicles-network.com/fo...i-summary.html I'd say that Stannis is willing to cut a few corners and start making deals to try and win the Iron Throne.