In the scene filmed today, a cured Jorah is seen saying goodbye to Daenerys and leaving Dragonstone with Jon, Davos and Gendry.
This confirms the leak that said:
"Jon, Davos, Gendry and Jorah travels to Eastwatch-by-the-Sea by boat. On the way they pick up The Hound, Beric, Thoros, Tormund"
As to what they will be doing according to leak:
"They go via boat up the east coast to Eastwatch on the Wall and go through there. Davos waits there while a party of Jon, Jorah, Beric, Thoros, The Hound and Gendry go Wight hunting. Most of that episode is concerned with catching the Wight and then defending themselves from NK's army. Oh, and there will be a battle with a Wight Polar Bear. This is what kills Thoros (although he takes hours to die). They get surrounded on an island on a frozen lake, and are nearly overcome when Dany and her dragons show up. She flies everyone bar Jon back to Eastwatch - he gets left behind, and is almost killed when Coldhands/Benjen arrives and sends him off on his horse while he fights the horde. Jon sees Benjen become swamped by the wights as he rides to safety half-dead."
But we'll have to wait for filming info and promo to see if thats true.