I keep wondering if Benjen is in the Lands of Always Winter and attempting to parley with the Others. Or he could be a prisoner.
Or both?
But the idea that Stark blood is important. . . .that does seem very likely.
All art is at once surface and symbol. Those who go beneath the surface do so at their peril. Those who read the symbol do so at their peril. It is the spectator, and not life, that art really mirrors. Oscar Wilde.
Considering Craster's relationship with the Others--could it have been possible that Craster betrayed Benjen and gave him over to them?
In the books I think that the set up is definitely there to support something like this, but the show doesn't seem to be going in this direction. The key comments from Craster's about See Waymar and his black sword, as well as him noticing Jon is Stark like are both missing.