I think The Apocalypse and HighFivingMF's theories are the closest. The only thing I heard about with the whole 'Nightwing' thing was what's-his-name tweeting Marc Guggenheim, and introducing a major character like that with no real foreshadowing in-story is unlikely. You also have to take into account the summary for "Deathstroke", which suggests Oliver is left in a very vulnerable state in the aftermath of Episode 18. I see two options here:
1. Oliver's identity as the Arrow is revealed to the public through a cunning plot by Slade. We know he's planted cameras in the Queen Mansion, and we also know in episode 17 from an interview done recently that there will be a scene in Episode 17 between Oliver and Thea regarding the secrets and lies of the Queen family. My guess is either Oliver tells Thea he is the Arrow, or he breaks down and tells Thea who her father really is. For the latter option, Slade unleashes that information in Episode 18, sending Thea into the darkness; she appears to be being kidnapped in the Full Circle trailer by Blood or one of his henchman. Oliver goes after his sister, which includes the whole 'fight scene that makes The Undertaking episode when Oliver rescued Walter look tame' scene that Stephen mentioned previously, and Oliver fights Deathstroke briefly to save his sister, unknowing that the entire thing is being 'streamed live' by a hacked broadcast.
2. Malcolm Merlyn trained for 2 years (this is how long he was gone according to Tommy in Season 1) with the League of Assassins and returned to Starling City. We know the two Undertakings we've seen flashbacks of (Earthquake and squeezing criminals on The List) but both of those were fairly recent (it seemed to me that Malcolm was the only one with a long-term issue with the Glades). It is conceivable, to me, that upon returning from Nanda Parbat Malcolm attempted to use his new-found skills in the same manner as Oliver, but with a more permanent edge (just killing scumbags). In the Full Circle trailer, Oliver is seen in his Arrow gear in an office like the one we first saw Slade in during 2x09, where a man is in a chair with an arrow through him. Now, this could be Slade trying to frame the Arrow, but maybe it's one of Blood's men who has kidnapped Thea, and Malcolm is sending a message to the man who has his daughter. THis would also announce to Oliver that his not-so-dead nemesis has returned.