I don't know about Jon Snow dying. I believe in what Raven said, it's the most logical thing that would/should happen. Jon can't die. End of. About Stannis, I doubt he's dead. Podrick the lad probably ran up to her saying that he saw the candle and she stopped half way
That's my thoughts about this. I'm wondering who that tall ass guy is that was carrying Cersei but I bet that's Gregor (The Mountain), only he fits in that description.
But yeah, sad ending and a very crappy season. They should of at least get some footage of that Baratheon v Bolton fight because we want to see some fights, right? If you're one of those people, I highly recommend watching Vikings. Full of bloody fights and twists & turns.
P.S It's got plenty of history worth learning. The vikings weren't only bloody maniacs running with axes! 
P.S.S WOULD OF FORGOT! WINTER IS COMING! YES!
Yeah, well, thing is, Jon Snow is supposed to die (least by the book - now that I can spoil it), that's why I doubt they will bring him back to life, although it is very odd that Lady Melissandra is in the castle. There are two people she could be in the castle for 1) Sir Davos for some unexplainable reason and 2) Jon Snow.
And yeah, the finale was meh. Overall I enjoyed the season, but I feel like there was no epic battle (obviously most of the resources went to the battle with Whitewalker's at Free folk's land) and the highly built up Bolton vs Baratheon fight ended up being disappointing.
And to answer your question, that indeed is The Mountain. Not sure if you remember, in one of the first episodes of s5 (can't remember which) when Cersei assigned Qyborn to his new position, you could see him experimenting something under blanket, when Cersei left, it moved and started screaming.
It's not very well explained, but as you know the House of Martell (be it the sandsnakes - the 3 girls and their mother) or even Oberyn are known for their prowess in using poision. During the fight for Tyrion's trial in Season 4, Oberin's spear was poisoned, so it didn't really matter wether he would kill Mountain instantly (or well it would because he wouldn't end up like a squished watermelon) - but Mountain would have died regardless. But that's Qyborn bringing Mountain back to life and Mountain being in the King's Guard armor.