I am convinced Sansa knows, Jon told her. I am even convinced she told Jon about Ramsey (maybe not the details but I am pretty sure Jon knows he raped her - assuming his behaviour after Ramsey mentions he can't wait to have her back in his bed, and then while fighting before the BoB he says I won't let him touch you again). So i truly believe they shared their stories with each other.

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For the sake of the Night's Watch, you need to understand the rest of the Realm doesn't really care about the NH anymore. The Realm is torn apart from the war and the royalty has no interest in the NW. Plus I bet there are many witnesses of Jon's return from the dead. And regarding the last events, there is actually no NW anymore...