My theory on who Azor Ahai is slightly different. Based on the episode regarding the mistranslation of the legend, and it possibly being a princess we were promised, I think that's very key having been introduced so late in the story.
The obvious guesses are Daenerys and Arya, but they're too obvious, although Arya is a good guess having become an assassin trained by the Faceless Men.
I think the most overlooked person is Sansa. She started season one as a bratty & naive kid everybody loathed. She went on to see up close the evil in three of the worst characters in the books: Cerci, Joffrey, and the Bastard of Bolton... she matured and grew as a person to know the realities of the world are different than the fairytales she believed as a child. Along the way, she grew enough to administer her own justice to the Bastard via his dogs - ruthless(?). Littlefinger is teaching her about being cunning & guile. She's now leading the North in Jon's absence and seems to have the wisdom to see the big picture. Not sure when she'll pick up the skills to use Light Bringer, but maybe she's learning fighting skills the same time her Northerners are all being trained-up. Also, while two brothers met an early fate, one became the Three-eyed Raven and her Half Brother turned out to be a resurrected Warg/Targaryen who inspires the masses, so she's got good genes for being a savant-like character of importance of her own right.
I'd put a good wager on Sansa. I'd take an extreme dark horse flyer on Lady Mormont with a token bet for the long odds and the payout- she's gotten some choice screen time/speeches about bravery/fighting which warrants a hmmmm..... (but probably not).