(Spoiler Speculation ALL) Merlings missing link.

I know the merlings theory is pretty straight-forward tinfoil. It's almost perfect regarding the coincidences and would make for a great twist.

However, something is missing.

There are mentions of merlings throughout the books, but what about prophecies? Almost everything important has been foreshadowed or propheciesed by witches/whatever, Bran, or Dany. Are there any prophecies that can be interpreted in favor of the merlings theory? Even if the merlings theory is correct, doesn't it seem strange that GRRM would create something so big as to not even slightly hint towards its existence?