Skyrim:Imperial Missive (Battle-Born)

It has come to my attention that inquiries have been made as to the whereabouts of one Thorald Gray-Mane.

It is my duty to inform you that Thalmor agents have taken possession of the prisoner and have escorted him to Northwatch Keep.

I don't think I need to elaborate. It is in everyone's best interest if the matter is dropped entirely. I trust there will be no further inquiries as to this matter.