Mm.
The Night King is a strong possibility - and also present in Mercy's game banner. The name 'Wolves of Winterfell' for Lora's faction is throwing me into doubt but...what if it's just a name and it's actually a combination of various characters from the show? Maybe with a Stark present. Dany being there sort of makes sense given the direction of the show in the later seasons but she isn't a Stark.
Qyburn and The Mountain are two characters with ties to the undead, too.