Rumors based on advanced IMDB entries have been wrong more often than not as it pertains to GoT. I would be shocked if LSH is in the finale if for no other reason there's no one even remotely close to where she should be showing up.
I think the rumors of some Iron Islanders showing up is far more likely given that we know they are casting for some of those parts for S6.
Unless the explanation is that LSH is showing up in a place where she's not supposed to be showing up. Because, you know, that never happens in this show. Sansa Stark, Jaime Lannister, Samwell Tarly, Gilly, Maester Aemon, Davos Seaworth, and Petyr Baelish are all exactly where they're supposed to be, Barristan Selmy and Selyse are alive like they should be, etc.
I'm not saying LSH is showing up, at this point her appearance makes no sense as the Brotherhood without Banners and the Freys and Tullys have basically been written off of the show (unless they plan on chaos in the Riverlands such as random Frey murders next season). Just saying it wouldn't be the first time the show writers took a character and reassigned its role - for instance, LSH could go after those allied with the Boltons in the North - she knows Roose Bolton was in on her murder.