There are also rumors he's the son of Robert and Ned's sister or some Targarean and Ned's sister which would make his blood kings blood.
I'm coming around to he will get revived. It's just too big a story shift this late in the process to do. If he is dead how do they bring the white walkers back into the story until they overrun the wall and kill everyone? Does Sir Allister really take a leading role now. He's such a flat, one dimensional character I can't see him being a lead.