If Selmy was never mentioned again, I wouldn't see that as a plothole in the least bit. His forced retirement worked as a device to show how tactless Cersei is. And it was a good way to write one of the "old guard" characters off the show without him losing his head.

Alliser Thorne definitely seems to be a plothole, as we have seen characters travel pretty remarkable distances since he left the wall.

Benjen can't be a plothole while the expedition north of the wall arc is still going.

Tyrion's dagger... ya, I don't know...