That's the guy! I think there was a conversation where you can volunteer to "break" him out of prison, or try diplomacy. I said diplomacy, but I don't know how to do it; plus it's annoying how suddenly you can fail that mission without any warning. You still have the option to break him out by force though!
Hmm. I remember spoiler>Thorald's brother Rufus (whatever the name) wanted to come along. I told him to stay back and I'd take care of it. When I appeared at the location where they were holding him, I tried to walk in and was told in no uncertain terms to get the hell out. Now if I had snuck in would I have been given a diplomacy option? I don't know. Once they told me to FO, I waded right sparks a fly'n.
Edit: Had the name wrong. Fixed Thorald not Thalmore.
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