Pretty sure it was Lord Karstark who Robb beheaded
You're right.
Season 3
The Greatjon is not present at the Twins during the events of the Red Wedding, making him one of the few bannermen of House Stark that survived it.[5][6]
After Bran decides to travel north of the wall, he sends Osha and Rickon to the holdfast of Greatjon Umber for safety.
Season 6
When the Greatjon's son Smalljon Umber arrives at Winterfell to hand Rickon Stark over to Ramsay Bolton. He reveals that the Greatjon has died, and Ramsay accordingly addresses the Smalljon as "Lord Umber". He tells Ramsay he might have killed his father himself if he had not "died on his own".[7]
Holy sht you know what this means? It's theory time:
Greatjon Umber is not dead, they only want bolton to believe that, that's why his son the new "Lord Umber" takes Rickon and Osha (whatver the fk her name is) to bolton, it's all a play:
1) Greatjon claimed dead
2) New Lord Umber takes Rickon and the lady to Bolton as a gift for their new formed 'alliance.' Throw in a wild wolf's head as proof that this sh*t is legit.
3) Lord Umber suggests Snow being Lord Commander would be threatening to Bolton, but here's the catch. Umber definitely knows a man of the watch cannot leave his duties on the wall unless killed. So he's definitely up to something
4) Bolton and his allies march to the wall or at least make sure Jon knows they have his step-brother (They don't know the dude just got killed and resurrected)
5) Banners loyal to Stark's turn on Bolton and his men. Boom.
Greatjon was known for his fierce loyalty to the Starks, no way he'd let a bastard of a Bolton take control over the north. Plus, they know the guy is mentally insane & just killed his Pops.
TL,DR: Umbers are playing Ramsay.