I believe so. Major spoilers ahead.
1. In the trailer for episode 10, they show a brief scene of moat cailin, and there is a mysterious figure dramatically staring at it from afar. So far the only major characters even remotely close to moat cailin are : ____ also, it is held by the Boltons, and if you read the books... You know what I mean.
2. In the credits on IMBD, they had a brief few days in which Catelyn's actor played a "hooded woman" in S5E10.... who might that be? Also they IMMEDIATELY brought it down a day or two later. Odd.
3. Lena Heady made a "stone heart" on instagram. Grasping at straws there but hey, still something.
4. If she appeared in the finale, it would match up with the current timeframe.
5. They showed both the Freys and the Brotherhood without banners in the kickoff looking back part of season 5. Why would they do that, unless they are both about to become important to the story...
6. Both the Freys and the BwB oddly dissapeared for 2 seasons...
7. The BwB currently has played almost no role in the storyline besides being more people for Arya to argue with, so I think the writers have something more in mind for them.
8. Wouldn't it be soooo ironic if Brienne spent a whole season outside Winterfell trying to get Sansa and then Catalyn herself appears and tells Brienne to go on another mission... These types of ironies have appeared at every possible point in the show really-Martin and the writers looove ironies.
9. The actor roster for season 6 looks like the Freys are gonna be back in business.... And why would that be? To keep cleaning the bloody floors of the Crossing?
10. Martin himself said "she will play a big part in the future storyline."
What do you think?
P.S. I'm actually not trolling on this topic, I think she will make an appearance.