People keep talking about little finger being a snake but he really is loyal to the starks/north. Mostly it's because of cat but he said he respected their family when he busted sansa out of kings landing. If you peep, he's been doing everything he can on the low to protect what they built. He's also trying to come up himself in the process. He's been putting sansa on game to get her back into position to take back the north. Also creating a powerful friend in the process.
When he gave her to ramsy crazy ass and the boltons he knew what he was doing. That lady at the end basically let sansa know that the boltons and lanisters days are numbered. Little finger put her in good hands. Theis whole thing is a set up. Little finger set all this shit up from the start on some true playa shit.
And theon aint crazy. I think he just acting and is waiting to take his revenge. You can tell by how he was listening in on ruse convo with ramsy. He looked like he was mad as shit too.
Danny's dragon just up and leaving was weird as shit. Him coming back also was weird. I don't think he went crazy, I think something is drawing him away. Somebody probably know about dragons and is trying to jack them from her.