Both in the show and in the books, Varys might be still betting on all horses. Won't get into book spoilers here, but based on show alone---
Varys did send a warning to Ser Friendzone, trusting that he would stop the assassination. Remember, it's he anyway who will arrange for it so he could just as well have purposefully picked a sloppy assassin to guarantee Jorah's succesful rescue.
On the other hand, when the assassination is actually ordered, Dany is not yet the heir apparent: Viserys is. By having Khal Drogo's wife killed and letting the blame fall on the King of Westeros, Drogo and his khalasar would have no choice but to invade unless they want to be the laughing stock of the entire Dothraki, conveniently putting a Targaryen on the throne in the process (which is what almost happens because of the attempt alone). Of course, unknown to Varys, Viserys (being the arrogant oaf he is) gets himself killed before the assassination can even take place, but there you go. (He could have had a built-in failsafe that in case Viserys is dead for whatever reason, the inept assassin gets the job.)
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Regarding Robb Stark, both in the books and in the show he's a horny teenager who follows his wiener when he should have followed his duty, and does not listen to his advisors even if one of them is his mother. On the other hand, the same advisors failed by not taking into account that he's a horny teenager: let him have as many concubines as are required to snog him silly when he's away from his betrothed, and most importantly, keep him from thinking of "falling in love", bah, that's a bard's tale. But all things said, being KINGINDANORF he should have remember that he should not cross his most important ally at the moment, it was his duty to his bannermen and people. (Yeah, there is a possible side plot in the books that may have affected his decision, but nevertheless.)
Also, Robb might be tactically talented, winning every battle, but he's strategically impaired. When his little war is all but lost when The Mannis loses at Blackwater (due to both kings stubbornly refusing any sort of compromise or Lord of Light forbid, an alliance, until their common enemy is actually defeated), the KINGINDANORF still has delusions of grandeur of somehow winning the war alone, even if all his victories are due to never engaging the enemy directly (leading to the utter devastation of the Riverlands in the process). "Late" Frey and Rusemeister B are survivors, and both have to think about their duty to their vassals too; if Robb has his way he keeps on dancing around the Lannister-Tyrell forces to the end, while Lannisters will raze Riverlands to the ground unopposed and take the Twins and Moat Cailin and cut off Robb's escape route to the North, while the unopposed Ironborn keep razing the North to the ground. Sure, Robb could launch a suicidal end run to Casterly Rock and burn that down and then what? He's a thousand miles behind enemy lines in a burned shell of a city.
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Regarding the end, Gurm's original plan was to have Bran, Arya, Jon, Daenerys, and Tyrion to survive (at least) until the grand finale, but no details were given regarding their fate, so everything here is my speculation.
Sansa was not a designated survivor, is it bad news, or not? Though, there is clearly a sexual tension with the Hound (yes, it's even more creepy in the books), who was not shown to have explicitly died. In any case, we would have been already shown both in the books and in the show if Rickon was in any real danger, so he's most likely to make it too and inherit Winterfell (since a tree cannot inherit and sons inherit before daughters). Arya could still become "no one" which is kinda unlikely - her kill list requires her to return to Westeros which she will no doubt somehow accomplish. If she survives, she could become a formidable Master of Whispers. Also, since Gurm's original plan (still apparent in the first book and season, slightly less in later books and seasons) was to ship Arya and Jon, the ending will be "bittersweet" as promised because they cannot marry each other even if they both survive and are no longer half-siblings (only cousins) because duty will require that a resurrected Jon (as if we didn't see that coming) will have to marry his aunt Daenerys in order to unify the realm. Jon's and Dany's bastard cousin Tyrion (the third head of the dragon) will end up ruling as their Hand.
Walder Frey and his kin are walking dead, what with Jon's imminent resurrection, Arya's kill list, and certain other major things from the books that have not yet been in the show. Roose is soon going to be loose against his psycho son (or vice versa), wouldn't be surprised if they kill each other.
Tommen is a goner, Cersei is herself going to cause Maggy the Frog's prophecy to be fulfilled where she will only die after "her tears have drowned her" because "gold will be their shrouds". Considering she's a paranoid alcoholic who even without these traits would be unfit to rule even a single castle, she is most certainly not going to make it either. (The second part of the prophecy is omitted from the show, won't spoil that in case Dungeons & Drogons are going to use that for Season 6 still.)
Jaime, his redemption arc will end with him dying while saving the realm from the Mad Queen (having done the Mad King previously) - namely, Cersei.
Jorah, well, I'm writing him off too because greyscale will most likely drive him to sacrifice himself before he becomes a Stone Man, though he should make it back to Westeros to cause a new epidemic there, it was foreshadowed enough in S4 (a character so far omitted from the show gets the disease in the books, though Jorah is no less self-destructive there either for reasons).
Oh, and since both show and books make it such a big deal that Shireen taught Davos to read, I would bet that as the new King's and/or Queen's - whoever those might be - scribe, or even Grand Maester, he will record in the annals the Song of Ice and Fire.
