This feels a lot like reading a character you want than the character that exists in either text. What's your evidence for "she's too strong to kill herself"? Did she ever face / confront / comtemplate suicide? Just as easy, we could say she's too weak to kill herself. We need a scene where Reek smuggles her a knife or a noose and she refuses it.
It's not even clear that she wants Winterfell in the show. She's only there because Petyr made it happen. She didn't even realize they were going North at first... There's no reason to think that corkscrew represents a "plan". Her last plan was to have Theon send out a summons to some ally she doesn't even know exists. Why did she trust the old lady, why did she trust Theon. She has no idea who will answer the candle, calling for their help isn't a plan it's desperation. She never stabbed anyone before, I'm sure she'll bungle the job with the corkscrew.
This is going to be hard to do over the phone. Since neogaf is banned at work now. Excuse this if it's shit.
We know she's not suicidal or a broken mess (like Tyrion) in the books because we can read her thoughts. In the show, taking the corkscrew whether it works or not shows that she still has fight in her. She's going to be handling this differently than Jeyne Poole. Without a doubt. The same goes for her making the comments about Roose's new son. She's still stirring the pot. She's not content to wallow in her sorrows being a prisoner.
She had to risk trusting the old lady and Reek because those were the only options she had. It's that or do nothing and stay and be raped forever. I would have done the same to get out. She's still going to need to use Reek because that's all she has. She's also hurt, desperate, and scared. Even if she doesn't make the smartest choices, it's understandable. I just like that she's trying things and making plans at all. I predict and would like her to use the corkscrew on Theon to get the keys or make him help her out.
Regardless of bad writing to convince her to go, she did choose to go to Winterfell. The show is telling us she wanted revenge and to be the Wardeness.
I'll admit it if the show is doing characters poorly. Dany is a complete disaster, she makes no sense. But I really think they're doing Sansa extremely well.