Vagabond Battleborn

One by one they die in Westeros, but the magic of their Direwolves keeps them connected (this is Important), and means that with his last breath, the Three Eyed Raven can spin them all together, and send them sideways and backwards (or maybe it's forwards?) to a world where they can regroup and recover. (Alternatively, the Starklings wake up in 2009 in the Marvel world)