I'm thinking more and more how Ayria got to the Night King....and I wonder...is it possible for her to have taken on the form of one of his generals? Can she take the face of an undead?
I doubt that happened. The white walkers were right behind the Night King the entire time once they entered Winterfell. I don't see how Arya could have killed one of them and taken their face without being noticed.
I think she left for the tree, and hid there before the white walkers arrived.