Dark Wings Holy Words

If you are running that many locations I would recommend Set Sail - a 1 sided Building Season can't be a bad thing! Speaking of, is there a plan behind including that plot? Bay of Ice into the next few to get a reliable 2nd draw engine?

I am not so convinced about Battle for the Shield Islands (unless HOD is a big thing?) given your lack of naval icons. Even in a holy deck I'm not sure about Sacrificed to 2 gods either, this needs intimidate or a kill to work. I don't like events that are too conditional in DWDW.
The other conditional event is Finger Dance, requiring a standing Ironborn you don't mind kneeling (in such a low character count this is an important consideration). I think Royal Decree generally does a better job.

Building Season is a trap card that says "I fetch a location, you fetch something that I can blow up with NML." Set Sail has been on the bubble for a long time, I could surely put it back in if a slot opened up. It's only because of the Building Season redundancy that it was edged out. 

BftSI is my meta answer to HoD Dragonpit, Aegon's Hill, and Tunnels decks. I need something that can hit them or those matchups can be an auto loss. I'm open to suggestions. 

S2G is just a straight up Save event, anything else is gravy. 

I would suggest a single event answer to a game that can be an autoloss in a deck of 75 is probably not best, and would go for a plot instead. In DWDW ideally you want every event to be playable on the turn you draw it, given your deck has as good locations as many opponents will manage I think Shield Islands could hinder more than help. But given the plots that answer these locations generally nerf you too its probably best.

If burn is an issue then is Rhymes with Meek worth including?

Rhymes With Meek along with Set Sail were like the last two cards cut. I think I'll swap out Rise of the Kraken for The King's Law for the Tunnels/Dragonpit matchups, and drop Shield Islands for Set Sail. Probably throw in a Betrayal at the Wall so I don't have to run into my own Valar in a long match and I have one more option to get Bay of Ice draw.