Just to expand on this, I've thought of a storyline they could do reminiscent of Judas Contract in the comics. Slade finds a way to hire Sportsmaster from his cell on Lian Yu and tasks him not only with killing Oliver, but with making him suffer.
Sportsmaster uses his daughter Artemis to infiltrate the team as a member, learning as much as she can about them and gaining their trust. Slowly she starts to feel a connection to them. Eventually she reveals the truth which makes everyone distrust her and want her off the team except Felicity (hear me out).
Oliver trusts Felicity (this is still Arrow we're talking about) and decides to use Artemis as a double agent. It'll end with Felicity murdered by Sportsmaster and everyone hating Artemis because she's part of the reason Felicity's died. Olivers been basically mute since it happened. Final scene of the season: Oliver is talking to Artemis (first time he's really spoke since Felicity's death) and we get a montage as he says something along the lines of
"All of us have darkness. Some comes from our past (shows Oliver about to get rescued from the island in flashbacks with a grim expression) some comes from family (we see Thea hunting for Malcolm, that's become her arc by the end of the season) and some comes from within (we see Sportsmaster raging in a cell). But I've rejected that darkness. These last five years have taught me to embrace the light. Felicity saw it in me, and I see it in you. You're a hero Artemis, we'd all be dead if you never told us the truth about Sportsmaster. With the team gone (Dig retires that ep, he's watched two members of his team die and has a family to think about) I still need someone to help me save this city" and reaches out a hand to Artemis. She shakes it, gives a hesitant smile, title card, seasons over......but wait!
Flash-style bonus scene, we see Artemis alone in her room with her bow in her hands, lost in thought. The scene turns to black and white and pans out. Someone's watching her on a hidden camera, and saw her whole conversation with Oliver. A woman with dark hair and an angry expression. She puts on a cat-like mask and walks out of the room to a room with a man strapped down to a table and a bag over his head. She pulls the bag off. It's Roy. "Let me go!" Cheshire is quiet. Roy keeps yelling as Cheshire grabs a weapon and sharpens it "Stop. We've been playing this game of cat and mouse for nearly a year. Meanwhile my father was imprisoned and my sister was corrupted. I'm going to punish you for that. Your meddling in my work is the only reason I wasn't in Star City to protect them. I'm going to punish you, then I'm going to kill Oliver Queen" "Star City? Sister? What's Oliver got to do with this? I don't understand, this has always been about me against you." Cheshire smiles, then grabs a weapon near the table. "Not anymore" She swings down to cut off Roy's arm. Fade to black.