In this chapter we observe Stannis's progress to Winterfell from the point of view of Asha Greyjoy, who is not dead, only captured. To what purpose is a bit unclear, since she's not worth much as a hostage, is too tainted by failure to rule the Iron Islands on Stannis' behalf, and capturing a woman won't impress the northmen.
Asha is watched over by a big strong woman, Alysane Mormont the she-bear. I wondered briefly if it might be Brienne, but we last saw Brienne about to be hanged by Catelyn. It does seem as if Brienne might do well to move to Bear Island, though, where warrior women are less unusual.
Asha thinks Theon is dead. She's in for a nice surprise, then! Perhaps when they meet she will be able to snap him out of his funk and they will team up and kill some Boltons.
It snows, and good grief, it is grim. Horses die. Men die. The food is depleted. They really are not going to be fit for a hard battle when they arrive. But if they don't arrive they'll die anyway from cold and starvation.
