It's been a while since I last read ASoIaF, to the point where I probably need to make it my next reading project, but I'm pretty sure Brienne doesn't know anything about Sansa and Arya's whereabouts, save the theory that maybe Sansa ran off with Tyrion.

I'm drawing a blank in my mind as to whether Brienne had heard about Roose Bolton taking FakeArya (probably Jeyne Poole) back north to marry her to Ramsay, which could information useful to UnCat. However, I think Brienne knows (because Jaime told her) that it isn't the real Arya. Might still be information of use though, even if Brienne just pretends it's the real Arya to save her skin.