RE: Rex it's not so much WHERE but HOW that I should have stated. We know he got rid of his chip. And unfortunately the whole Siege of Mandalore storyline, which involves Rex, Ahsoka and probably Maul, got relegated to print (the Ahsoka novel). That seems worthy of exploring on screen, especially since that story arc seems to have taken place in the time shortly before Order 66.
The Leia line? It always seemed to imply more of a connection between Obi-Wan and Bail than was ever portrayed in any of the movies or CW. And why is Bail Organa so motivated to assist the Jedi as he does in ROTS? Bail's opposition to Palpatine's power grab was clear, but his growing personal alliance with certain Jedi was not.
And Anakin? He's been the central figure in the entire series, and we got to know him that much better through his Master/Apprentice relationship with Ahsoka. He wound up being far better developed as a character in CW than he was in any of the PT movies. Exploring Anakin that much more following Ahsoka's expulsion from the Jedi would provide some interesting insight into his character and his recurring theme of loss.
There's also Asajj Ventress. Her story was resolved *SOMEWHAT* in print, but not on screen. She linked back up with the Night Sisters, but her story arc with Dooku remained somewhat open-ended on screen. Fans of the show seem to want to know how these things resolved onscreen. Her story got explored more in the print release Dark Disciple, but given her role on the show she does seem worthy of screen time.