There's been a couple popular fan theories on the last couple of episodes, I don't know if you guys have heard. The first is that Bran had something to do with Jon getting out of the frozen lake - there's a brief moment when the wolf on his sword flashes before he lifts himself out. The second, is that Bran is the Night King. I can't remember the full details, parts of it are farfetched, but other parts are pretty damn plausible.
I feel so let down at this point. My desire to see things play out has lessened to an extent. I was with it up until the last episode. The dip in writing was ignorable for me until that last episode. Dany has become too hostile, in my opinion, too. It's not her. She's not a violent person. She keeps lashing out at Tyrion and it feels non-genuine. I get that she's pissed that his plans failed and that he is a Lannister and she suspects that his loyalties are conflicted, but she should be well aware by now that his loyalties are to her. He's proven himself time and again.
I'm not sure I agree. Jon never felt like he was part of the family- that's a huge character development arc for him. Part of why he wanted to go to the wall was a bastard could make a life for himself there (his uncles' words.) I don't think he fought to be considered king of the north- none of his work was aimed at being a king- he is the absolute epitome of reluctant leadership. Just as he didn't seek fame at the Wall, he didn't want to be King. I do agree that Jon takes his responsibilities extremely seriously- otherwise he'd have handed things to Sansa entirely, or to Dany- but I think we should never lose sight of the fact that Jon's entire destiny is twined into the war north of the wall, not Westeros. You're right that this is only possible because he is a bastard without the burden of a name, but the noteriety he achieved in Winterfell is because everyone thinks he is Ned's son. I think teh conflict is going to be when Bran reveals Jon is not Ned's son, which is going to open the door for Sansa/Littlefinger conflict.