It hasn’t happened yet, but it will.

Felt inspired to draw this crude Jonsa reunion with Sansa as the Girl in Grey, since she fits the prophecy quite well.

In Grey: As a Stark grey is her house color. She’s also “in” grey in the sense that she’s repeatedly worn grey clothes( f.e. the cloak she wears to meet Dontos and her wedding dress to Tyrion) and been surrounded by grey scenery( Garden of the Eyrie). Plus she could just throw on a grey cloak idk.

Sister: Though in reality cousins, the two view each other as half-sibilings and Jon thinks of Sansa as his sister( “Winterfell belongs to my sister Sansa”)

Fleeing A Marriage: Here we have oodles to choose from. She could be running from her current engagement to Harrold Hardyng, or if as some people theorize he dies, escaping an impromptu wedding to Littlefinger. Heck, technically she’s already fleeing her marriage to Tyrion.

Dying Horse: Admittedly, this point is still a bit unclear, the horse might refer to a real animal or something metaphorical, but there’s a strong chance we’ll get more information in TWOW to support it. Either way, nothing here disqualifies Sansa from being the GiG.

Coming To The Wall to Jon: Ever since Ned’s death, Sansa’s desire to be free of her abusers has grown steadily stronger and her eventual return to Winterfell has been heavily foreshadowed( Lady’s bones being buried there, Looking past Ned’s head to the North, The Willas and Harry matches  hinting at retaking Winterfell with an army, Building snow Winterfell in the Eyrie…). It’s safe to say she wants to go home. In her last pre-TWOW chapter, Sansa learns that Jon has been made Lord Commander which prompts the line “Oh, it would be so sweet, to see him once again”. To me, that pretty solidly sets up the Wall as Sansa’s first choice of sanctuary once she flees the Vale, nicely fulfilling the part about seeking out Jon.

(A common criticism is “But the Vale’s too far away!” Look, she travelled from King’s Landing to the Fingers in half a page and from the Fingers to the Eyrie between chapters - timelapses are a thing.)

I didn’t really believed it, until I saw this picture

The Sun and The Moon

“You may be as different as the sun and the moon, but the same blood flows through both your hearts.”

I want to fight for Winterfell, lady Sansa. If you’ll have me?