You bring up another point that I find a little silly. The Hound shows up at The Bloody Gate and is like, "hey guys, I have Arya Stark, this super important person that everybody thought was dead all these years," and then the guards there just let them leave without a question? They don't just let any idiot man that gate, so I found it a little implausible that they didn't take them captive or something. Surely they are away of the relationship between the Arryn and Stark families, both through blood and friendship.
Shit, has it actually been years? I mean, I guess it must have been after all the crazy crap that's gone on, but these asymmetrical seasons are really fucking with my perception of time.
Also, the show has done a good job of mentioning how the common people keep their heads down while the lords strangle each other, and the people of the Vale seem like the kings of not giving a fuck about other people. I can imagine the conversation went something like:
Guard 1: Wait, did that guy say that was Aria Stark?
Guard 2: Yeah, think so.
G1: Should we go and talk to him about that?
G2: What, talk to the dude with the melted face? After you.
G1: That guy did look fucked up.
G1: Looked more like a boy to me anyway.
In fact, if it wasn't for the Hound's predilection towards sudden violence (or the eventual bounty on his head), I doubt most people would even approach him, gate guard or not. Lady Arryn got tossed out the Moon Door, the creepy brothel dude is now in charge, some girl that looks like she raided Maleficent's wardrobe is with him, and now the Hound's here with a girl that laughs at her Aunt's death. Fuck. That.