Game Of Thrones Season 6: 26 WTF Moments

Now, I know that the books and the show should be considered separate entities from this point forward: that much has been made painfully clear (see the last point, for instance), but most of the time, the differences have been either people dying at different times or characters and events being excised entirely.

We're yet to see an alternate explanation for a theory in the show (aside from the slight difference of Jon Snow not warging into his direwolf of course), and yet George RR Martin was very clear that Coldhands is not Benjen.

So was he just being evasive? Or did the show intend to have a very different direction for the important supernatural figure? It's all very confusing.