Well that was never consummated, and it's not exactly hard to prove that if they have a Maester on hand.
As for a potential bedding scene with Ramsay being grotesque....well that's the point. It was a grotesque scene with Jeyne in the book, and by nature the whole character of Ramsay is grotesque, its not completely outside the series. Sophie Turner did also say that there was a major traumatic scene for Sansa this season, so I wouldn't say it's beyond the realm of possibility that something of that nature might occur. But let's put that aside for now.
Here's another possibility; Sansa is informally betrothed to Ramsay in much the same way she was to Harry the Heir, a plot by Littlefinger to lull the Boltons into the palm of his hand before he inevitably betrays them and takes power for himself . Now a betrothal, and a wardship of Sansa is similar to marriage in terms of what it would mean in the eyes of Northmen. It's having a daughter of Ned Stark kept in the clutches of Ramsay which would still incite them. We also know that Littlefinger returns to King's Landing at some point this season, perhaps to deal with his brothels and base of power being disrupted by the High Sparrow, and/or perhaps to take advantage of Cersei's fall. Either way he leaves Winterfell. Yet we see a number of Arryn bannermen and soldiers riding into Winterfell, and you also have to remember that last season a point was made to show Lord Royce's loyalty to the Starks, so perhaps Littlefinger arranges for the Royces to stay behind and maintain Sansa innocence until he can claim that for himself. In that sense Sansa is still a hostage effectively in her own home and under the thumb of the Boltons, but gives her a level of independence from them. Having her own men loyal to her also continues on the ADWD aspect of Roose having to deal with enemies outside his gates and within. So she's effectively Jeyne Poole, Lady Dustin, Wyman Manderly all in one, with perhaps GreatJon Umber there to help take on some of Manderly's other aspects. And to the outside world, as in the other northerners, Stannis, Jon etc it becomes an effort to save Sansa before the wedding, while she herself plays the role that Littlefinger has fashioned for her from the inside of the castle. If you want to go the extra mile you could say that she decides to screw them all and escape on her own, using Theon's help, effectively giving her Mance's role as well should he be used in another fashion. That way you have the character basically taking charge of her life for once and defying the whole hostage scenario she's been in for so long.