I don’t think there’s plot armor for anyone as far as the entire season goes, but there are some characters that have unfinished business in Kings Landing, making it less likely that they will die at Winterfell rather than in the conflict with Cersei. They are protected not because they are sympathetic characters, but on “Chekov’s Gun” grounds. They are chess pieces in the Game of Thrones, not the battle with the Night King.
Characters who have no further utility than having a heroic and/or poignant death:
-Brienne. As the most noble, selfless, and heroic character, who has just had the happiest moment of her life, she’s pretty much dead meat sooner rather than later.
-Pod. His main function has been as comic relief for Brienne. Maybe they’ll keep him around for his singing voice.
-Jorah. Duh.
-Grey Worm/Missandei. Talking about their future together pretty much guarantees that one (but not both) die.
-Tormund. Might be kept around for comic relief, or as the Last of the Wildlings.
-Edd. Duh.
-Gilly/Little Sam.
-Theon. Most appropriate for him to die fighting for Winterfell.
Characters who will survive the Battle of Winterfell but may die later.
-Jon
-Danaerys
-Bran. If he dies, the Night King wins.
-Jaime. Needs a final confrontation with Cersei
-Tyrion. Ditto.
-Sansa. Needed for the continued conflict with Danaerys over Jon’s loyalties.
-Arya. All that Faceless Man training is mainly useful against humans, not White Walkers.
-Gendry. I don’t think they’ll throw away the Last Baratheon just yet.
-Beric. He’s been resurrected too many times not to have some special purpose involving the Lord of Light.
-The Hound. Expendable, but the zombie he needs to confront is The Mountain.
-Varys. Expendable, but it doesn’t seem appropriate for him to die in Winterfell instead of Kings Landing.
-Sam. He’s dumped most of his information, apparently, but he may have more that will be useful.
-Davos. He’s expendable, but I think he’ll be kept around as the ultimate survivor.
There wouldn’t be much reason to take the black again if the Wall is down and the Night King has been vanquished, would there?