The thought occurred to me when thinking about Arya warging into the cat (when she saw that the Kindly man was attacking her). There is no reason to believe that Sansa isn't a warg. I think we have been selling her short because of the death of Lady. Admittedfy, she isn't part of the Stark "pack" in the true sense of the word, but it SEEMS as if all of the Stark kids, including Jon, are wargs, and we know that warging is an ability that one is born with. The death of her wolf should not prevent Sansa from using that power. She just needs to be taught, given that right now she has no clue that she can do this. I have a feeling that Sansa will become a very formidable character in TWOW.