This post is full of spoilers for Season 6, Episode 8 of Game of Thrones. Proceed with caution.
After a week of wild speculation based on some seemingly legit clues on the show, the answer to Arya's fate turned out to be much simpler than we thought.
She really was stabbed by the Waif, and she turned to Lady Crane for help. When the Waif tracked her down and killed Lady Crane, the still-injured Arya led her on a parkour-laden chase through Braavos before finally luring her into the cave where she'd hidden Needle. In a bad-ass move, Arya killed the light and then the Waif, beating her in the dark easily thanks to all those blind training montages.