I believe it's gonna be Roy.
In the ending scene of episode 10, we saw a confrontation between felicity and oliver. Felicity seemed upset as much as oliver, so it couldn't be oliver's son or his son's wife, because then felicity would be the one comforting him.
The same goes for thea she is more emotionally connected to ollie, so it wouldn't make sense.
Roy is a beloved character amongst fans. He is attached to both ollie and felicity and is known to barry allen as they had worked together in the past.
Now about that son of a bitch oliver has to kill:
The first thought that came to everyones mind was that Felicity is talking about damian dark, but it would be too obvious the way things are taking place, so expect the show to blow us away.
Here is my scenario.
Roy is furious, his beloved Thea almost died and her desire to kill doesn't go away. Roy unleashes his fury to malcolm for manipulating Thea and destroying her life. He is fighting bravely but Merlyn with the league of assassins manage to bring Roy to death, something that reignites the already existed hatred from Oliver and he is set to kill Malcolm Merlyn ones and for all.