How much do you wanna bet that he gets incinerated by Daenerys's dragons when she takes Westeros?
Let's review the facts.
Gregor is a zombie, or at least that is the assumption though some users here think he is 100% alive, but he doesn't talk, his skin looks pale and decayed, he is impervious to regular weapons and he is more of a mindless bodyguard - though not so mindless that he can't understand insults - than the vicious bloodthirsty barbarian we knew (though we know he is still powerful and can still kill violently).
If wights are any indication, zombies can only be killed by fire.
Gregor is currently Cersei's bodyguard, and Cersei is now queen of Westeros, so she's the one Daenerys has to defeat to get the Iron Throne, and she's finally sailing the Narrow Sea. And of course she has all three dragons with her.
When it inevitably happens, will people finally stop saying Gregor is alive, since he - zombie or no - will be nothing but ash once the dragons are through with him?
It would be a challenge for Arya to kill Gregor Clegane. She wanted the "Mountain who Rides" dead for leading brutal tortures in Harrenhal. Arya's other target was Cersei Lannister who was responsible for the death of Eddard Stark. Therefore Arya's targets were currently in King's Landing and she would plan to make her kills.
It is odd that Arya no longer had Ilyn Payne on her death list unlike in the books since Payne only followed orders like Sandor Clegane. I wonder if there would be a scene like "David vs. Goliath" if Arya would attempt to kill Gregor Clegane. Even if there would be a battle between queens as in Daenerys vs. Cersei, who would kill Cersei at the end? I speculated that if Arya killed Cersei, she would be a "Queenslayer".
Getting incinerated by dragons is kind of blah. Not very interesting. The only meaningful way for Gregor Clegane to finally bite the dust is by Arya or Sandor or both dispatching him (time for their reunion?). How would they do it? Obviously not by axe or blade.
Since the first clash of swords between the two brothers, rest assured that there will be blood between those two. Sandor did not die and there is a good reason for staying alive. His hatred for his brother is the burning flame inside Sandor. Nobody else will kill Gregor.
Gregor will either die by Sandor's hand or Arya's hand. I also think Gregor should fight with his helmet off so we can see his nightmarish face. I know in the books he's now headliess, but I think Sandor would like to look his brother in the eye when he kills him. I also think they should be little to no dialogue between the fighters before it begins since Gregor's current actor doesn't speak english well.
Where did you hear that he's impervious to normal weapons? There's only one scene that could possibly give you that idea, that being when he faces off against the Faith Militant, and that one guy strikes him in the chest, but that's more likely because it didn't penetrate his armor adequately.
As for Cersei, I'm convinced that Jaime will kill her. It makes the most sense: he killed The Mad King because he was burning people alive randomly. We've been witnessing his transformation into an unlikely man of honor. I highly doubt he'll just stand by his sister's/lover's escalation of violence and paranoia. Besides, I find that poetic. She'll be betrayed by the only man who truly loved her.