You just know Littlefinger is going to find a way to make himself/the vale a necessary commodity in the war for the north.
I actually believe he didn't know fully about Ramsay but he's two or three steps ahead of where Sansa is at. She underestimates him and his cunning tactics. Brienne advising her won't make it very easy for him, though.
I'm guessing she seeks his help when things get desperate at some point.
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