I made this post months ago - an argument for why Lady Stoneheart would return this season - and it got fiercely downvoted.
I truly believe there's a good chance that Lady Stoneheart will appear on the show this season. I'm going to address why I think we will see her by giving logical responses to the points commonly made for why we won't see her.
Point 1: "Michelle Fairley, D&D, and the rest of the Game of Thrones cast has denied it."
Counter Point: Why would they say anything other than that Fairley will not be coming back, if they wanted to keep things a surprise? This point should already be obvious, but just in case it's not... Remember that Jon Snow guy who was supposed to stay dead, according to the Harrington, D&D, and the whole cast?
Point 2: "We all thought we were going to see her at the end of Season 4. Then we got our hopes on for Season 5. What makes you think it will happen for the end of Season 6? I shall not be fooled again!"
Counter Point: We all thought they weren't going to show the Iron Islands plot either this time last year. Same thing for Sam going to Oldtown and a host of other plots we now know we're going to get. A year ago everyone said "There's not enough time for them to do these things, they're obviously cutting them out of the show." Well, apparently the show just goes at its own pace. Remember, the show gave us Theon's material from Book 5 in early Season 3. Now with plot points like the Iron Islands and Sam going to Oldtown, we're getting Book 4 material in Season 6. The point is they're all over the place. And since Lady Stoneheart only has 1 scene at the end of Book 3 and one more at the end of Book 4, this is a plot point that would make sense to push back.
Point 3: "It certainly seems like they're skipping the (F)Aegon plot, so we shouldn't be surprised if they skip the Lady Stoneheart plot too."
Counter Point: Well, sure, they could choose to skip the Lady Stoneheart plot too. But assuming the (F)Aegon plot is indeed cut - it's important to keep in mind that this is the exception, not the rule. As much as we can dissect the differences between the books and the show to death, the truth is that the show very rarely has completely cut the major plot points out of the picture. So, absolutely, Lady Stoneheart could just be cut from the show - but this represents an unusual circumstance, and I don't see any particular reason to assume it's likely.
Point 4: "The show doesn't want to bring yet another character back from the dead because it will seem cheesy."
Counter Point: Unlike the Jon Snow resurrection, this is one that show watchers really won't see coming. And if it's something that's really cool, and something that aides the main plot, then I think the pros of bringing Lady Stoneheart into the picture outweigh the cons.
Point 5: "Lady Stoneheart just isn't that important to the main story and/or doesn't fit in with the direction the show is going."
Counter Point: Unlike the (F)Aegon plot, which would involve bringing in a whole new character and storyline, Catelyn is a character the audience - and many of the other main characters of the story - are attached to. There's no need for a great introduction here. The rise of a sinister Catelyn speaks for itself. Little screen time is needed in order for the weight of these scenes to be potent. Frankly, I don't see why D&D would waste this opportunity. I have no doubt that Lady Stoneheart will end up being very important in the books, or else GRRM would not have brought her back in the first place, and there's no reason she shouldn't be important to the show. Additionally, she would fit in well with the "revenge of the North" story arc that will likely play out this season (while simultaneously showing us the dark side of revenge).
Icing on the Cake: We have confirmation that the Brotherhood Without Banners, including Thoros of Myr, will be returning this season.
Now, add in everything the OP talks about... I'm really confident LSH will appear in the season finale.