Here's why we're more concerned for Sansa's life than anyone else at this point: she and Winterfell are the most robust line of defense against the White Walkers, who are now marching past the wall. With Jon, along with Dany's army , in Westeros and everyone guarding the Wall now presumed dead and thus unable to get a raven out, the only hope is that Bran sees what happened. If so, Sansa and Jon are able to communicate via raven. Our sense of how long it takes to get to places is totally thrown off after season 7, so maybe the Unsullied and the Dothraki could get to the North in time? If only she had Lady to warg into and get out of there if the going gets tough.