I know that a lot of people who have watched the latest episode are upset/angry at Theon, that he didn’t help Sansa (and I love Sansa the most you all know that!) - but I just want you all to remember that he’s been abused and tortured both physically and emotionally by Ramsay for a long time now, and even though I’m sure he doesn’t want to see Sansa suffer, he doesn’t have the courage to actually do something because he’s afraid of him. He’s completely broken. I think Sansa calling him Theon and trying to reach him will kick in, just give it some time.
This situation is the worse. But Theon is not to blame, Ramsay is.