My theory about Benjen Stark:
Honestly I think Lord Commander Mormont sent Benjen Stark over to East Watch by the Sea where he proceeded to White Harbor… where he found passage on a trading barge and took a long route to Braavos, before proceeding to Dorne. At Starfall, Benjen was able to talk the Dornish out of joining the war of the five kings and thus into preserving their forces to help train the rest of the kingdoms in sandsnake (read; Guerrilla) warfare tactics against the coming invasion of others and wight walkers.
In Braavos, he met with two of the three remaining smiths who can still produce valyrian steel, as well as established trade for dragon glass and other sundry goods necessary for long winters and a mortal fight vs the undead and ice demons. The third smith was away for business, possibly the one seen in episode
one of season 4 as mentioned by Tywin Lannister.
This took a really long time. I think Stark only reached Dorne just as Oberyn had departed. In fact I believe he may have been the one who slashed a certain princesses ear off. I’m not sure, but its my theory. Regardless, in the amount of time Benjen took to find his way to Dorne, winter arrived. Those Stark words had to come true at some point.
What I’m still not sure about are the plot holes in the theory.
1) Why would he be tasked to take the one true ring to Dorne rather than Mordor?
2) Why wouldnt the Nights Watch, especially Bran the Builder, just have buried the ring in ice at a random point along the Misty Mountains?!
3) Why did he take such a long route to places where he didn’t speak the language? I still can’t find Lothlorian OR Gondor on ANY of the maps yet..
4) Once arrived at Dorne, how was he able to blend in amongst the dwarves (like Tyrion) if he had such pale white northern features?
5) Why…. WHY for once can’t someone JUST ride the @*%$ Eagles somewhere rather than taking the hardest possible course? I mean honestly if Gandolf could summon eagles to fight nazgul OUT OF NOWHERE, couldn’t they just have swooped in by surprise… dropped the @*%$ ring in the volcano of the doom from an eagle and then BOOM, no more wight walkers?!
In summation, I think by the end of season six, we’ll find out what happened to Benjen Stark the Grey.