The big takeaway from Allen’s interview is that, after just missing Sansa’s signal at the end of Season 5, Brienne does indeed meet up with the eldest surviving Stark child (Jon is a Snow, not a Stark) again. It’s possible that Sansa and Theon separate before Brienne comes into the picture, but Allen’s line about how Ramsay’s men “see Sansa anyway” makes it sound like that’s not the case.
However, we know that, later in the season, Sansa, Brienne, and Theon are all in very different places. Spoilers put Sansa back at Winterfell by the end of the year, alongside the resurrected Jon Snow. Brienne (with Podrick in tow) heads south and reunites with Jaime Lannister at Riverrun, and Theon goes to the Iron Islands—still no clue as to how he gets there.
This means that the three must separate at some point. Why? Does Sansa reject Brienne’s help again? Based on shots like this one, from the Season 6 trailer, I’m guessing no.
The still above shows a Sansa who’s had time to freshen up a bit—she doesn’t look like a girl who’s been rushing desperately through the snow. I’m guessing she’s gotten somewhere safe, and there’s no way she could have gotten away from Ramsay’s men without help. My guess is that she shares Brienne’s horse (Theon could share Pod’s) and the foursome ride far away from Winterfell, perhaps to the home of a Northern lord who remains loyal to the Starks, or to the Wall, where Sansa still believes her half-brother Jon is in charge.
After Brienne has dropped Sansa off at this hypothetical safe space, perhaps she decides that she’s fulfilled her duty to get Sansa somewhere safe and heads back south. Frankly, that doesn’t sound like Brienne—I’d expect she’d want to protect Lady Catelyn’s daughter well into the foreseeable future—but the character has to get to Riverrun at some point. Most likely, there are circumstances we don’t know about yet. After all, there are no more books to guide us, so anything could happen.
Hell, my speculation could be way off base. Feel free to let us know what you think’ll happen, and then tune in on April 24 to find out for sure.