they realize what they think is happening isn't actually what's happening.

And, *sigh* Poor poor Ned...

To be fair, that pretty much describes how I felt about both characters through the first 2 or 3 books.

that is kind of a spoiler to reveal that they survive.

I think they already ruined the chances of that happening, as they changed one of Sansa and Sandor's first key moments when he tells her how he got burned (and then threatened to kill her if she told anyone). Instead, they had Littlefinger tell her which I found weird, but they could also be setting up those two for later in the series as well.

Yeah, I found that weird too. The telling of that story really seemed to lay the foundation for all their future interactions. Having someone else, who really had no business knowing the story in the first place, tell it seems an odd way to go.

It is puzzling. Her character is largely defined in the books by being a rising star among Westeros royalty whose dreams are crushed by opponents of her family. In the show they keep talking about how much she likes it in King's Landing, but in every scene she has a look on her face like somebody just told her that half her family was about to die. Not only is the show not depicting the transition of her character from excitement and elation to emotional ruin (a transition that essentially defines her character), but it's not being consistent...with the book or with itself.

Sure, I suppose they're looking for ways to give Littlefinger's character more screen time, which makes sense in light of the fact that he and Varys are largely responsible for pitting the Starks and Lannisters against each other in the first place (it's surprising how many people don't pick up on the fact that GRRM gives this away in a certain "cat chasing" Arya chapter in the first book). Still, though, I thought that Sansa's relationship with The Hound played a large role in her character's lifestyle transition (not to mention a large part of Sandor's character development), and so far I don't remember hearing the character speak once in the TV series.

As far as the "shipping" goes...I'm assuming that Littlefinger is holding onto her because as far as most people know she's the last blood tie to a legit claim on Winterfell. He just has to out "faux-Arya."

SanSan refers to Sansa and Sandor. I agree that Littlefinger is at least somewhat politically minded, but I think most of his love for her is due to his infatuation with Cat.