Well let me tell you:
Once upon a time Mr. Martin wrote this lovely Brienne chapter in AFFC. In this chapter she visits the Quiet Isle, an island full of
missing persons with an important past monks.
Here she talks to the Elder Brother about tracking down Sandor Clegane, as she had heard he might have taken Sansa. Elder Brother then informs her that Sandor Clegane is not with Sansa because he has in fact buried The Hound himself (note: The Hound). He then says that he knows little about this man and then goes on to tell some more about his tormented soul and dark desire to murder his brother (hmm wait, didn’t he just say he knew very little of this man?). So basically he tells that The Hound died in his arms and that Sandor Clegane is at rest.
They also take a nice little walk and bump into this huge hulking silent monk with a limp in his leg, exactly where Sandor had been so deadly wounded at the fight in the inn. This silent monk, whose face is conveniently covered by a shawl, then takes some time off his gravedigging business to pet the dog that accompanies the strolling party.
Then there is also the case of Sandor Clegane’s horse, Stranger. It has always been made very clear that Stranger is as angry with the world as his master usually is, and that therefor only his master can handle the horse.
Still, when they pass the stables they see a horse all alone which matches the exact descriptions of earlier named animal.
Wow, that’s weird, because if Sandor is really dead, then how in the seven hells did they get the most temperamentful horse over a hidden passage in the water?