Jon Snow’s parentage is considered fact by most and i always think GRRM might just change it for the sake of it as its almost considered fact at this point, but i would find it hard to take if it wasn't true. I love that this put him first in line for the throne in the Targaryen line, although it is now Stannis’ from right of conquest. I could see Stannis giving up the throne for Jon as he wouldn’t want him dead as Robert would of. But it would be hugely out of character for Jon to give up his nights watch vows to become king. Book spoilers here
He already declined to be warden of the north under Stannis in ADWD.
The only surviving member of the tower of joy is now Howland Reed making him the only living person to know of Jon Snows true parentage, my theory is he will turn up soon and tell him.
I do not believe Syrio is Jaqen, but I believe Syrio is not dead and will return later in the series. Basically i believe he managed to knock Meryn Trant out then escape, Meryn would of said he killed him to Cersei who never states the dancing master died only that he interfered with Arya's capturing.
Now i agree with a different theory about jaqen which contains spoilers for AFFC and ADWD below
I believe the theory that Jaqen is infact now in oldtown as in the prologue chapter for AFFC Pate is killed by a alchemist with who is described similarly to Jaqens appearance after he changed his face when he left Arya. Jaqen then uses pate as his new face and is then met in Sam’s chapter later and introduces himself as "Pate the pig boy" a name by which the real pate hates being called, hugely hinting that this is not the real Pate but a faceless man imposter to the reader. In my opinion this is 100% a faceless man, but whether or not it is Jaqen i am not sure as the description of the Achemist is only partially described with matching features such as a hooked nose and gold tooth. Another hugely interesting question is what is Jaqen/the faceless men doing at the citadel and what do they want within the vaults? One theory i read which is interesting is that they are after a book in the vaults which explains how to kill dragons effectively as it was the maesters of the citadel who killed the last of the Targaryen dragons according to Archmaester Marwyn.
Also another theory i absolutely love is the Dornish master plan theory. Spoilers for all non book readers here.
https://www.youtube.com/watch?v=6TBfdd_xNVo I love how complex it is and how well explained the video of it is backed up with evidence from the books for every statement. The only plothole i find is that the whole plan revolves around Oberyn being close to the sellsword companies of Essos which is only vaguely mentioned in the books. The videos also touches on the “cleganebowl theory” which I believe aswell, stating that Sandor and Gregor Clegane is not dead, but Gregor is sir Robert Strong and Sandor is the gravedigger Brienne runs into now loyal to the seven and will fight for the high sparrow in Cerseis trial beating Gregor and exposing Cersei and completing her prophecy of being killed a "valonqar” (little brother). Love to know what you all think of this theory, as it is the one I find the most interesting. (its a long video series of four 10minute videos, make sure to watch them all)