In this post I thought it would be interesting to take a look at the ends of the prologues/epilogues in the story and compare/contrast and hopefully help to theorize a bit on TWOW.

"It's the viewpoint character who always dies. I like to break rules. Just when I get it established what the rule is, I like to break it. So maybe the viewpoint character will die in the prologue, and maybe they won't." -SSM, George R.R. Martin skipping 'Game of Thrones' for The Winds of Winter: 26 July 2014

It should be noted that: 4 of the Prologue Characters are still alive in some way

A Look at End of the Prologues/Epilogues

AGOT (Prologue)

POV: Will

Location: The Haunted Forest

Setting: Will is killed by unWaymar Royce

Means: The Others/Wights/Ice Magic

He found what was left of the sword a few feet away, the end splintered and twisted like a tree struck by lightning. Will knelt, looked around warily, and snatched it up. The broken sword would be his proof. Gared would know what to make of it, and if not him, then surely that old bear Mormont or Maester Aemon. Would Gared still be waiting with the horses? He had to hurry.

Will rose. Ser Waymar Royce stood over him.

His fine clothes were a tatter, his face a ruin. A shard from his sword transfixed the blind white pupil of his left eye.

The right eye was open. The pupil burned blue. It saw.

The broken sword fell from nerveless fingers. **Will closed his eyes to pray. Long, elegant hands brushed his cheek, then tightened around his throat. They were gloved in the finest moleskin and sticky with blood, yet the touch was icy cold. -**AGOT, Prologue

ACOK (Prologue)

POV: Cressen

Location: Dragonstone

Setting: Cressen poisons himself while trying to kill Melisandre

Means: Poison

Melisandre of Asshai took the cup from his hands and drank long and deep. There was only half a swallow of wine remaining when she offered it back to him. "And now you."

His hands were shaking, but he made himself be strong. A maester of the Citadel must not be afraid. The wine was sour on his tongue. He let the empty cup drop from his fingers to shatter on the floor. "He does have power here, my lord," the woman said. "And fire cleanses." At her throat, the ruby shimmered redly.

Cressen tried to reply, but his words caught in his throat. His cough became a terrible thin whistle as he strained to suck in air. Iron fingers tightened round his neck. As he sank to his knees, still he shook his head, denying her, denying her power, denying her magic, denying her god. And the cowbells peeled in his antlers, singing fool, fool, fool while the red woman looked down on him in pity, the candle flames dancing in her red red eyes. -ACOK, Prologue

ASOS (Prologue)

POV: Chett

Location: The Fist of the First Men

Setting: Chett is (later) killed by Others

Means: Others/Wights/Ice Magic

The sound went on and on and on, until it seemed it would never die. The ravens were flapping and screaming, flying about their cages and banging off the bars, and all about the camp the brothers of the Night's Watch were rising, donning their armor, buckling on swordbelts, reaching for battleaxes and bows. Samwell Tarly stood shaking, his face the same color as the snow that swirled down all around them. "Three," he squeaked to Chett, "that was three, I heard three. They never blow three. Not for hundreds and thousands of years. Three means—"

"—Others." Chett made a sound that was half a laugh and half a sob, and suddenly his smallclothes were wet, and he could feel the piss running down his leg, see steam rising off the front of his breeches. -ASOS, Prologue

ASOS (Epilogue)

POV: Merrett Frey

Location: Oldstones

Setting: Merrett is ransoming Petyr Pimple from the BwB

Means: Hanging

"She don't speak," said the big man in the yellow cloak. "You bloody bastards cut her throat too deep for that. But she remembers." He turned to the dead woman and said, "What do you say, m'lady? Was he part of it?"

Lady Catelyn's eyes never left him. She nodded.

Merrett Frey opened his mouth to plead, but the noose choked off his words. His feet left the ground, the rope cutting deep into the soft flesh beneath his chin. Up into the air he jerked, kicking and twisting, up and up and up. -ASOS, Epilogue

AFFC (Prologue)

POV: Pate (also note that if he wouldn't have split AFFC/ADWD by location that Pate and not Varamyr would have been the POV)

Location: Oldtown

Setting: Pate sells a key to a Faceless Man for a gold coin

Means: Poison

"Oh." Pate had run out of words. He drew out the key and put it in the stranger's hand, feeling light-headed, almost giddy. Rosey, he reminded himself. "We're done, then."

He was halfway down the alley when the cobblestones began to move beneath his feet. The stones are slick and wet, he thought, but that was not it. He could feel his heart hammering in his chest. "What's happening?" he said. His legs had turned to water. "I don't understand."

"And never will," a voice said sadly.

The cobblestones rushed up to kiss him. Pate tried to cry for help, but his voice was failing too.

His last thought was of Rosey. -AFFC, Prologue

ADWD (Prologue)

POV: Varamyr

Location: The Haunted Forest

Setting: Varamyr is dying of wounds and trying to find something to warg/skinchange

Means: Varamyr is stabbed, Thistle is killed/resurrected as a wight by ice magic, Varamyr enters One-Eye

I felt like all of this was needed. Sorry its long.

Abomination. Was that her, or him, or Haggon? He never knew. His old flesh fell back into the snowdrift as her fingers loosened. The spearwife twisted violently, shrieking. His shadowcat used to fight him wildly, and the snow bear had gone half-mad for a time, snapping at trees and rocks and empty air, but this was worse. "Get out, get out!" he heard her own mouth shouting. Her body staggered, fell, and rose again, her hands flailed, her legs jerked this way and that in some grotesque dance as his spirit and her own fought for the flesh. She sucked down a mouthful of the frigid air, and Varamyr had half a heartbeat to glory in the taste of it and the strength of this young body before her teeth snapped together and filled his mouth with blood. She raised her hands to his face. He tried to push them down again, but the hands would not obey, and she was clawing at his eyes. Abomination, he remembered, drowning in blood and pain and madness. When he tried to scream, she spat their tongue out.

The white world turned and fell away. For a moment it was as if he were inside the weirwood, gazing out through carved red eyes as a dying man twitched feebly on the ground and a madwoman danced blind and bloody underneath the moon, weeping red tears and ripping at her clothes. Then both were gone and he was rising, melting, his spirit borne on some cold wind. He was in the snow and in the clouds, he was a sparrow, a squirrel, an oak. A horned owl flew silently between his trees, hunting a hare; Varamyr was inside the owl, inside the hare, inside the trees. Deep below the frozen ground, earthworms burrowed blindly in the dark, and he was them as well. I am the wood, and everything that's in it, he thought, exulting. A hundred ravens took to the air, cawing as they felt him pass. A great elk trumpeted, unsettling the children clinging to his back. A sleeping direwolf raised his head to snarl at empty air. Before their hearts could beat again he had passed on, searching for his own, for One Eye, Sly, and Stalker, for his pack. His wolves would save him, he told himself.

That was his last thought as a man.

True death came suddenly; he felt a shock of cold, as if he had been plunged into the icy waters of a frozen lake. Then he found himself rushing over moonlit snows with his packmates close behind him. Half the world was dark. One Eye, he knew. He bayed, and Sly and Stalker gave echo.

When they reached the crest the wolves paused. Thistle, he remembered, and a part of him grieved for what he had lost and another part for what he'd done. Below, the world had turned to ice. Fingers of frost crept slowly up the weirwood, reaching out for each other. The empty village was no longer empty. Blue-eyed shadows walked amongst the mounds of snow. Some wore brown and some wore black and some were naked, their flesh gone white as snow. A wind was sighing through the hills, heavy with their scents: dead flesh, dry blood, skins that stank of mold and rot and urine. Sly gave a growl and bared her teeth, her ruff bristling. Not men. Not prey. Not these.

The things below moved, but did not live. One by one, they raised their heads toward the three wolves on the hill. The last to look was the thing that had been Thistle. She wore wool and fur and leather, and over that she wore a coat of hoarfrost that crackled when she moved and glistened in the moonlight. Pale pink icicles hung from her fingertips, ten long knives of frozen blood. And in the pits where her eyes had been, a pale blue light was flickering, lending her coarse features an eerie beauty they had never known in life.

She sees me. -ADWD, Prologue

ADWD (Epilogue)

POV: Kevan Lannister

Location: The Red Keep

Setting: Varys and his little birds kill Pycelle and Kevan

Means: Crossbow/knives

Kevan Lannister tried to cry out … to his guards, his wife, his brother … but the words would not come. Blood dribbled from his mouth. He shuddered violently.

"I am sorry." Varys wrung his hands. "You are suffering, I know, yet here I stand going on like some silly old woman. Time to make an end to it." The eunuch pursed his lips and gave a little whistle.

Ser Kevan was cold as ice, and every labored breath sent a fresh stab of pain through him. He glimpsed movement, heard the soft scuffling sound of slippered feet on stone. A child emerged from a pool of darkness, a pale boy in a ragged robe, no more than nine or ten. Another rose up behind the Grand Maester's chair. The girl who had opened the door for him was there as well. They were all around him, half a dozen of them, white-faced children with dark eyes, boys and girls together.

And in their hands, the daggers. -ADWD, Epilogue

TWOW (Prologue)

POV: ?? (Jeyne Westerling will appear)

“I didn’t say she was the viewpoint character,” he explained. “I said she was in the prologue.”

It should also be noted that Ser Ilyn Payne remained at Riverrun.

Location: The River Road (or if occurring later somewhere in the Westerlands)

Setting: ??

Using some of the logic above, I have previously posted that I think that Whitesmile Wat will be the TWOW, Prologue POV. That said, this post is about how the Prologue/Epilogue ends and not the identity of the POV.

Due to the nature of the prologues, I think most agree that there will be an attack in some form (Blackfish, BwB, Nymeria's wolfpack) of which I have read great theories on all three, but I think the perfect ending would be what happens in the beginning of TWOW, Mercy.

In this dream Arya forgets what happens but she awakens with her heart pounding and remembers blood and a watchful tree:

Except in dreams. She took a breath to quiet the howling in her heart, trying to remember more of what she'd dreamt, but most of it had gone already. There had been blood in it, though, and a full moon overhead, and a tree that watched her as she ran. -TWOW, Mercy I

If it is indeed Nymeria's wolfpack that attacks the party going west, I want an ending to the Prologue like the short story called The Interlopers. It is about a feud between neighboring landowners Ulrich von Gradwitz and Georg Znaeym, who both get stuck under a tree fallen and at first are yelling for their own men to come help them defend their claim to the land. They end up making friends but their continued yelling for their respective parties ends the story with this line:

"Are they your men?" asked Georg. "Are they your men?" he repeated impatiently as Ulrich did not answer.
"No," said Ulrich with a laugh, the idiotic chattering laugh of a man unstrung with hideous fear.
"Who are they?" asked Georg quickly, straining his eyes to see what the other would gladly not have seen.
"Wolves." -The Interlopers

So it could be a situation where an attack or an escape takes place but then as they think allies are showing up, its not really allies but a hundred strong wolfpack led by Nymeria. Obviously this theory has been around awhile, but I was trying to focus on exactly how the ending could play out.

The above would be amazing with Ser Ilyn as the POV, that said as I mentioned earlier he remains at Riverrun when Jeyne heads to the Westerlands.

If you are interested, I theorized (while recognizing that they don't really need one) about what an epilogue would be like for AGOT/ACOK/AFFC.

TLDR: The endings to the prologues/epilogues is extremely similar to the Interlopers where a wolfpack descends on the two main characters. This could be repeated in TWOW, Prologue.