The only reason Bran is getting glimpses and not all of it at one time is because they only want us to get glimpses and not all of it at one time.
And Dany is back with the Dothraki because what else was she going to do for the next season or two until it's time to face the White Walkers? Lol
Really good episode, BTW. I've been wanting to see LSH so bad since season 4, but I can see one reason why they never used her in the show. By resurrecting Beric, we learn it's possible to bring someone back but that was quickly and easily forgotten by many people. If they brought back Catelyn, everyone would assume anyone could be brought back at any time and it just makes death seem so temporary. By not bringing her back, it adds some shock value to viewers who aren't constantly reading theories, rumors, and spoilers online.