Of course it was all a trick! Manderley, who it turns out is a thoroughly decent bloke, just had to make everyone *think* he wanted Davos dead to trick the Freys and make sure he got his son back. In reality he hates the Freys and their wedding butchery. Poor old Davos thinks he's going to be beheaded and get his hands chopped off, hopefully in that order, and it turns out there is a grand conspiracy. He might have guessed, though, given his dungeon had an en suite and the food was decent.
Anyway, Robett Glover (formerly of Deepwood Motte, now taken from Asha by Stannis) and Wyman Manderley are now plotting to build a navy and help out Stannis, as long as Davos brings Rickon to him. Because Rickon is now the true heir of Winterfell (apart from Bran). And Manderley has a boy who saw Rickon and knows something of where he's gone. Wherever it is, Davos doesn't want to go there because there are cannibals, apparently. But go he will. And Manderley is going to Winterfell to do whatever Ramsay Bolton wants him to, for now, to keep up the charade.
Incidentally we learn in this chapter a little bit more about how awful Ramsay is. He really is not a very nice man. Fake Arya really needs to get away from him, as does everyone else near him.
