Actually, he was hidden in plain sight. But his appearance could signify another major element of the books finally making its way to the show.
You remember these three jerks from last episode? Of course you do. They managed to disrupt Sandor Clegane's fragile respite by massacring Brother Ray and his entire congregation, causing an infuriated Hound to pick up his axe with the intention of splitting more than just firewood. The yellow-cloaked gent in the centre was played by actor Jóhannes Haukur, who turns out to have been playing a character whose name book readers will certainly recognise:
— Jóhannes Haukur (@johanneshaukur) June 8, 2016
Lem Lemoncloak. A member of the Brotherhood Without Banners and, by the time of A Dance With Dragons, a loyal follower of Lady Stoneheart.
Now, this could merely be the show randomly assigning a name from George R.R. Martin's books to a random character he shares a few vague similarities with, but come on. This show rarely takes that particular liberty. I guess the Brotherhood Without Banners could be playing a role on the show without LSH appearing, but seriously, if she doesn't, why bother including them at all? What narrative role do they serve except as introductions to and instruments of Lady Stoneheart's vengeance?
I'm telling you, I'm 98 per cent confident this is finally happening. Get ready for people to freak out like it's the Red Wedding all over again.