If only one among Sansa and Brienne was a man this ship would have everyone in a chokehold and i am not joking at all..Brienne is UNDOUBTEDLY Sansa's knight. I love how Sansa pray for knights that will never come while unknownly inspiring 3 characters canonically to become knights - Brienne, Jaime and Sandor - but none of them is Jon.
1. Brienne and Sansa being GRRM's characters that romanticize chivalric the most and that see songs as a beacon of hope in a cynical and intollerant world, the only ones that use true knights in a not ironic way :
There are gods, she told herself, and there are true knights too. All the stories can't be lies.
(A Clash of Kings - Sansa IV)
Old or young, a true knight is sworn to protect those who are weaker than himself, or die in the attempt.
(A Feast for Crows - Brienne VI)
2. They know those songs by heart, they are inspired by them, albeit in an opposite and complementary way : Sansa as the sweet lady that never lost hope and Brienne as the knight, because society will never let her be the beauty.
Sansa would know it, I bet. Her sister had known all the songs, and she could even play a little, and sing so sweetly.
(A Storm of Swords - Arya IV)
"There was always a singer at Evenfall Hall when I was a girl," Brienne said quietly. "I learned all the songs by heart."
"Sansa did the same, though few singers ever cared to make the long journey north to Winterfell."
(A Clash of Kings - Catelyn VI)
3. In their journey they never lost the hope to be able to see that chiavlric world to materialize : Sansa is in a court of enemies, with some of the brightest and most manipulative minds around her, but never lost the hope to find good and pure hearts and a hero that deserve loyality. Brienne is humiliated nd harrased for her apparence yet she has the heart of a true hero.
Help me, she prayed, send me a friend, a true knight to champion me.
(A Clash of Kings - Sansa II)
I am coming for you, Lady Sansa, she thought as she rode into the darkness. Be not afraid. I shall not rest until I've found you.
(A Feast for Crows - Brienne I)
Be brave, she told herself. Be brave, like a lady in a song.
(A Storm of Swords - Sansa V)
Should we die in battle, they will surely sing of us, and it's always summer in the songs. In the songs all knights are gallant, all maids are beautiful, and the sun is always shining.
(A Clash of Kings - Catelyn II)
She called for the heroes from the songs, for Florian and Ser Ryam Redwyne and Prince Aemon the Dragonknight, but no one heard.
(A Clash of Kings - Sansa IV)
I will find her, my lady, Brienne swore to Lady Catelyn's restless shade. I will never stop looking. I will give up my life if need be, give up my honor, give up all my dreams, but I will find her.
(A Feast for Crows - Brienne II)
4. They both remind ideals of nobilities and idealistic nature in Lady Catelyn :
"Sansa was a lady at three, always so courteous and eager to please. She loved nothing so well as tales of knightly valor."
(A Clash of Kings - Catelyn VII)
Catelyn smiled sadly. "There is a sweet innocence about you, child.
(A Clash of Kings - Catelyn VII)
5. They both see in Catelyn someone that they aspire to be :
as strong as her mother, the Lady Catelyn.
(A Game of Thrones - Sansa IV)
Catelyn thought. "Brienne, I have taken many wellborn ladies into my service over the years, but never one like you. I am no battle commander." "No, but you have courage. Not battle courage perhaps but..I dont know...a kind of woman's courage."
(A Clash of Kings - Catelyn V)
6. They both want deep down to reconnect with their families :
If I give him sons, he may come to love me. She would name them Eddard and Brandon and Rickon, and raise them all to be as valiant as Ser Loras. And to hate Lannisters, too. In Sansa's dreams, her children looked just like the brothers she had lost. Sometimes there was even a girl who looked like Arya.
(A Storm of Swords - Sansa II)
"A daughter." Brienne's eyes filled with tears. "He deserves that. A daughter who could sing to him and grace his hall and bear him grandsons."
(A Feast for Crows - Brienne VI)
There is no doubt that Sansa's storyline has a knight, that the subversion of it is that this knight is no recognize as one, he is not a man and is not beautiful and very probaby will find her when she will not need them anymore, learning to stand by herself, but has the true spirit that all the "recognized" knights lacked, and this is Brienne.