Re: "You think you'e the only one who can learn the strength to escape?"
I feel like Nolan played it more subtle, given that I haven't seen this interpretation discussed before.
"Never call him that!" Spittle sprayed from Theon's lips. "Ramsay Bolton, not Ramsay Snow, never Snow, never, you have to remember his name, or he will hurt you."
"He is welcome to try. Whatever name he goes by."