That we do know, at least we know under who's command. But Theon does not show up at all in A Storm of Swords. Apparently the creators meant business when they said they from this point on would create the show from the whole series, not rigidly from book to book. To be fair, the way book 4 and 5 are set up it was a move that had to be done.
Yep definitely agree with this. The way books 4 and 5 are geographically divided would not work for the show I expect.
I have noticed that the show condenses certain chapters, which as a fan of the books sometimes puts me off, but even if a show was to have 20 episodes per season, I do not think it would be able to follow the books word for word just due to the sheer amount of depth and detail presented in them.
Even being upset from time to time that certain scenes or characters are missing or skipped, I am still very happy to see these characters brought to life so well by such fine actors. I really hope that this show goes all the way to the eventual end of the books.