Patrick Malahide

For me:

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.