I had to quit reading fan theories. My theory is this
...what I like about Game of Thrones is some of the prophecies don't come true. I understand the two Davids (head writers) work closely with Martin and I think they write some pretty impressive callback material. Too much to list here but they often will show a scene that juxtaposes a scene from six seasons back.
So I take the whole Azor Ahai thing and Maggy the frog prophecy to Cersei with a grain of salt. Although if Jaime or Tyrion end up killing her before she gives birth, that does line up with Maggy's original prophecy.
I believe the two Davids and Martin are going to show us some sad deaths, along with some stuff left for the future. This thing makes millions so I could see them leaving a few people (and Westeros) unscathed for future series considerations along with prequels.
That being said it is Martin so who knows...9/10ths of the cast meet a horrible death?