Skyrim Sidelines: In My Time of Need- Redguard Matters and Jail Time

Either way, Saadia will explain to you that she was a noble in Hammerfell, and is in hiding now because of an attempt on her life.  Her attackers, she tells you, have been backed by a rival house to drag her back for an execution that will, for various political reasons, benefit them.  Saadia’s counter-offer to their request of revealing her is that you slay the leader of the Alik’r present and she will pay you herself.  She does not, however, know where the Alik’r are staying.

What she can tell you is that one of their number was imprisoned beneath Dragonsreach in the dungeon that you can reach by heading off to the right of the main entrance.  This is her suggested next point to go to.  If you would prefer, you can instead go find the Alik’r warriors from the Whiterun gate in Rorikstead far off to the West and tell them you’ve found Saadia.  They’ll tell you to get her to Whiterun Stables outside the city somehow, and their leader Kematu will do the rest.  In fact, you can do this at any point from here on, regardless of what else you’ve done, until either Saadia is captured or Kematu is dead.

In the Dragonsreach dungeon, head straight to the first cell you can see and wait at the bars.  The prisoner there will approach and you can talk to him.  He explains that he’s been left to rot- the Alik’r are supposed to be ‘the best of the best’, and since he’s been caught, this clearly is not him.  He can tell you Kematu’s location, he offers (assuming you got Kematu’s name from someone, likely Saadia), but only if you can somehow secure his release.

Those who are spectactularly adept at sneakthievery can rummage around and eventually come up with the key to the cells here, but by far the less hazardous and easier way is to go talk to the nearest guard.  Pay the 100 gold cost of the warrior’s release, and then return to the cell to inform him that you’ve purchased his freedom.  He will tell you of Swindler’s Den off to the West of Whiterun.  You can stick around for a minute to find out that the guard is perhaps a bit too laid back about the man’s release (‘Oh, I’ll let you out.  Eventually.’) but there’s nothing more to do here.

Swindler’s Den is roughly twice as far from Whiterun as Redoran Retreat, and similarly located among a cluster of granite outcroppings and a small stream or two.  There is usually a guard on duty outside the Den, who you’ll have to sneak past or slay to get in.  He’s not terribly observant, and if you sneak around the West side, you can get the drop on him (or lighten his pockets) pretty easily.