Weylin’s room is the last one on the right (and, curiously, the last room on the left is labeled as Eltrys’, begging the question of where and whom his wife may be). Once you enter the room, you’ll find Weylin’s few possessions- including another copy of his key, as though that were useful. Interestingly, Weylin’s room includes an entire wooden chest, just for the purpose of holding the man’s note- though it isn’t locked at all.
The note is remarkably simple, telling only that Weylin is to strike fear into the Nords at the market, and he’ll know how. It is signed ‘N’, though, and that is your next clue- to find out who ‘N’ is. Fortunately, that answer runs fist-first into you as you exit the Warrens- you’re approached by a bare-fisted mercenary named Dryston- who tells you to put up your fists. However you respond, he defers any explanation and initiates a brawl with you.
Once you’ve punched a bit of sense into the mohawked man, he’ll tell you that he was hired by Nepos the Nose and told to make sure you stop investigating. That’s all he’s got, so let him go and return to Eltrys. The local considers this an odd turn- while it makes sense that Nepos would be the route for getting any information or orders to a low-end worker like Weylin, there’s no reason for him to have been involved in any of this except for Silver-Blood fingers in the pie.
This makes your next step obvious- Pump Nepos the Nose for any and all information you can get out of him.
Nepos’ house can be found on the highest level of Markarth, next to Vlindrel Hall on the North side. Head up the stairs and waltz right in.
Uaile, one of Nepos’ servants, immediately stops you as you approach the main room of the home, telling you that you weren’t expected. When you request to see Nepos, she replies that the old man needs his rest and you weren’t invited, so you should leave. Nepos, though, calls out to her from within the house, telling her to let you in. Reluctantly, she agrees and takes up a position by the door of the home.
Nepos waits for you by the fire, considering a book as he sits. When you approach him, he asks what you’re here for- regardless of your answer, he begins an explanation- and will continue it as long as you feel like asking questions.