The Iron Islands aren't shown in the credits, so maybe. If they were going to do more scenes there beyond "here's a shot of someone you probably don't remember falling off a bridge" then it'd probably be on there. But he needs to die soon to show that Melisandre's 3 leeches were either thecauseof their deaths, or simply that her precognition allowed her toforseethem and thus, take advantage of it to make her powers seem greater than they really are.
I'm a bit fuzzy on what is going on in the north though because I haven't read book 4 since it came out, but it seems like almost everything that happens in it is going to be different on the show now.