And Westeros still is not out of the woods, since Brynden Tully and Brienne of Tarth manage to see a possible future in which the Others are winning.
Theon dreaming about his dead brothers taking him to an island made of bones while insisting Theon cannot escape this fate because he's Ironborn and as such fated to belong to the Drowned God... who's on the island. And Theon just knows he will lose any smidge of sanity if he looks upon the god.
When he wakes up, his face bears a bloody injury right where his brother Rodrick struck him. And no, he didn't scratch himself while sleeping, because his fingernails are clean and cut too short to leave something in the wound. Who else freaked out with Theon, here?
In Chapter 80, Rodrik Harlaw learns the Drowned God was actually an Old God driven to madness by the War for the Dawn, developing a fixation on death as a consequence. The other Old Gods tried to destroy him by casting him into the sea, but he didn't because his followers helped him to subsist by practicing the Old Way.
To add to the horror, Septon Alyston of the Starry Sept, in a ploy to gain power, is making noise that the Hightowers have a blasphemous artefact in their tower and is demanding that the Tyrells give him permission to deal with it. He also sent a letter to Mace, not just Willas. Mace, who was essentially banished from the rule and desperately wants to regain his power.]] The moment Willas hears of it he mounts his horse and starts galloping toward Oldtown, praying that he gets there in time before greedy, short sighted fools unleash yet another horror upon Westeros.
In Chapter 123, the Septon attempts to "cleanse" the Gate. He ends up dying of pure fright... and then his corpse rises again, and the Eldritch Abomination behind starts to push through before Willas destroys the corpse, cutting off the connection and forcing the entity back to the other side of the Gate.
The description of Septon Alyston's corpse as it rises from the dead:
The bloody man was starting to stand jerkily. He was alive? And then the world seemed to pause and stand still for a long moment as the Septon of the Starry Sept turned his head in a way that no living man should have, as if his backbone was made of jelly. His eyes were gone, bloodied holes in his face above a smashed nose and shattered teeth. And yet, something seemed to glitter, like wet and malformed eyes, deep in those bloodied sockets just for an instant.
Willas gets a brief glimpse of the entity's face as he destroyed the undead Septon Alyston, describing it as cadaverous and writhing.
Chapter 102 has Gerion relating his travel to Valyria: he and his crew were captured by a "madder, more ancient version of Aerys" who called himself the last Dragonlord and commanded menbeasts. While the crew was imprisoned, the madman would pick some of them to forcefully mutate and enslave them. Then he decides to sacrifice Gerion to bind a living dragon named the Greater Doomwing, implied to be even bigger than Balerion, but since Gerion fled right before (with the aid of a servant implied to be Tommen II, the pre-Conquest Lannister king who disappeared in Valyria centuries ago), the spell turns against him, awakening a volcano. Gerion managed to escape but was thoroughly cured of any desires to travel afterwards.
Chapter 104 has the original Throne of Winter, etched with runes that says that any one not a Stark that sits on it will "fade" - or as Tyrion realizes, go mad. And from the tales of the Rat King, Mad Axe, and the visible evidence of cannibalism around the damn thing, it has claimed a lot of victims.
The walk to escort Coldhands through the Wall would definitely count. As Coldhands is slowly blocked off from the magic the Children of the Forest used to keep him alive, he visibly weakens, spasms and is all but screaming in agony with every step. By the time they reach the other side, he practically has to be carried along.
When Jaime finally admits why he killed the Mad King, Tyrion informs him that no, properly made wildfire doesn't degrade with time, it becomes unstable. Everyone in the conversation leaves with the knowledge that a city with half a million people in it is sitting on a firebomb with a fuse that could go off at any moment.
And the reality just gets worse when the news reaches King's Landing and a search is carried out. Between just the Red Keep, the Dragonpit, the Great Sept and all the gates, over a thousand barrels of wildfire are found, more than enough to blow all of King's Landing to Kingdom Come.
Oberyn actually does calculations to figure out that had the wildfire gone off, the explosion would have been seen all the way to Storm's End and heard for leagues further.
In-Universe, everyone (even Tywin) acknowledges that the idea of Joffrey as king is a horrible future they're glad to now avoid.