As a story surprise this ranks number 3 death,...now it's one I expected but book wise down the line, and even this season thought Roose would be around till say the half way point, the clearing of visual narrative seem a bit hasty at this point.
Number 2 is Stannis , since he is still alive in Winds of Winter and maybe till the last novel.
Ser Barry is number one since he really does have a continuing story in Winds of Winter , tho thinking he will probably no make it to the end of that one.
"The meaning of the world is the separation of wish and fact." Kurt Gödel