Bloodraven should have looked like this, but nooo, special effects budget was wasted on the CotF throwing fireballs at draugrs.
Coldhands=Benjen is totally possible, but I think in the books Coldhands always has his face covered, so they could have had him in the show without spoiling his identity. Personally, I like the Benjen=Daario tinfoil even if I don't think it's true. I really, really hope he makes another appearance in the series though; I'm going to be very disappointed if he's actually dead for good.
Also you can never overthink Game of Thrones. Tinfoil theories are delicious