Melisandre (the Red Woman / Red priestess) is still alive. She was exiled from the North by Jon Snow. She was last seen at Dragonstone. She was heading for Volantis, but said that she must return to Westeros once more to meet her end.
I forgot to mention Theon’s sister. I forget her name too.
She also seems like an outside candidate but definitely would be a zinger of an ending, although I don’t know it’d be considered ‘bittersweet’