I think you are right about Loras being kingsguarded later on. I loved how they randomly just chucked in a gay lover for him though, in the books by this point he is still in grief at Renly's death and doesn't take anyone to bed.
Neither Val or Dalla were in the tent when Jon Snow first met Mance Rayder, so unless anything is planned in the unreleased books I could actually see them writing both out of the show, though I think they will merge them into one.
None of the Frey's are going to get any individual screen time bar maybe one or two people later on.