The Mother (of the old gods) showed mercy to Lancel Lannister who will now exact retribution and kill Cersei.

The fact that people still have hope for Lady SH to be in the show amazes me.

I think we're going to see a re-Theoning of Reek in a scene with Stannis, unless they push that to next season.
We'll certainly get the temporary resolution of the Cersei arc.
I expect Arya will receive a certain merciful punishment once her failure to complete her assassination comes to light.
We might get something like Dany letting her other dragons out of the tombs in Mereen and who knows how much they're going to continue altering that plotline.
I expect Jon to face something like his last published chapter in the books, and Sam will finally be sent off to become the next Maester for the Watch.

As for Lady SH, I've heard rumor that a certain actress was billed as "Hooded Woman" so it might still be possible, or it might just be trolling.

@DemonOverlord: One of the other names used for Lady SH is Mother Mercy. The show writers will absolutely know this and are playing with people's expectations of Lady SH finally appearing.

@Warden: I agree with all of that, certainly Arya will see The Many Faced God with a new outlook. It'd be great if Dany rescued her other 2 dragons, though I'm not sure they'll write that in, it would also hinder Tyrion/Daario/Jorah's ability to control Meereen in her absence. I feel like they've been building up to Jon/ForTheWatch all season but it also seems like a really negative way to end the finale, pissing tons of fans off won't encourage people to keep waiting/watching for next year, and the 'shock' would be ruined when filming notes/photos are released, so I wonder if that particular climax will be a Season 6 Episode 1 story shock.