Well concerning that episode 3 ending which will freak book readers out, and if it involves a character's death, not in the books. The options based on filming scenes, lack of the actor in scenes that will definitely be in latter episodes, story arcs cut that will greatly affect the characters importance, are very few. Furthermore there are the earlier rumors/quotes that a character dies in just about each episode, including a few major/supporting that will startle readers.
First who we know are in the latter half of the season, based on filmed scenes, trailers, and rumors.
Wall: Stannis, Mel, Davos, Jon, Sam, Edd, Aliser, Ollie, Tormund, Rattleshirt, Val hybrid
North: Roose, Reek, Walda, Myranda, LF, Sansa, Yara
K.L.: Cersei, Tommen, Margaery, Kevan, Lancel, Pycelle, Qyburn, Mountain, Loras, Olleana, High Sparrow
Dorne: Doran, Jaime, Bronn, Ellaria, Areo, Myrcella, Trystane, Obara, Nym, Tyene
Merreen: Dany, Missandei, Daario, Barristan, Greyworm, Hizdahr
Braavos: Arya, Mace, Trant, Jaq/KM
Travels: Brienne, Pod, Jorah, Tyrion
Now who appears absent from scenes that were filmed for the latter half of the season, that we know of.
Mance (we know what happens now), Shireen, Selyse, Varys, Robyn, Gilly
Episode 3 is too early for Shireen, the only way this would occur if Stannis needs power for Battle of Ice, later in the season, Selyse wouldn't upset readers, Robyn likewise, therefore only Gilly and Varys would cause an uproar. We know the plot about the baby switch is out and if D&D cut Sam's trip to Oldtown, Gilly serves no purpose anymore for the main story. With Vary's, he was notably absent from scenes filmed in Osuna, Spain, also, he was not present on the Sorrows boat with Jorah and Tyrion from leaked photos. With Griff cut, and him notably absent from K.L. after Tywin/Tyrion business, he cannot return there overtly. Therefore his only purpose left in the books is the epilogue. Therefore only Gilly and Varys fit the bill for a wtf moment.