NO ONE
This had to be a test-a sick perverted unfair test, but a test nonetheless. Izembaro and the Kindly Man must have employed a wizard of some kind to cast illusions to test her resolve as an apprentice. It was the only answer that made any sense as to why she was now standing in the middle of Winterfell.
Well this was one test No One was determined to pass. She figured the purpose of the test must be to see if she was finally willing to abandon all dreams of Arya Stark. And what better way to do this than to offer Arya's most secret desire? Her home and her family. It was a cruel, cruel test-but it was one she would pass. She would not engage with the shadows of Arya's father, mother, sister, and brothers-they were all dead and rotten and not returning. She would instead watch and learn what she could, reflecting on how to kill the dreams of Arya Stark and truly become No One for once and for all.
At meals she'd sit apart from the dead shadows, and when spoken to she'd keep her answers to only the most necessary of communications, often choosing to simply ignore the speaker and walk away. What hurt the small remnant of the girl whose dream this all was was when that girl's half-brother asked No One what was wrong. That was the most difficult part of the test, but she'd steeled her heart to the boy's pleas for her attention and walked away like all the others. He wasn't there-he was frozen at the Wall she told herself, and likely to die there-if not dead already.
