Missing in Action

Background
"Thorald Gray-Mane is missing, and the Gray-Manes know that he can be found and rescued."

Overview
Help the Gray-Manes rescue Thorald Gray-Mane from Northwatch Keep.

Walkthough
Start the quest by speaking to Fralia Grey-Mane, in Whiterun. She will tell you that her son is alive, regardless of what anybody says, and that she would like to discuss it in private, at her home.

Once there, you will be approached by Avulstein, who will explain how their brother, Thorald, is still alive, and that they want him found, and they would like any proof that you could bring to them to help the case. Alternatively, you can start the quest by just speaking to Avulstein, who will talk about his brother as soon as spoken to.

Follow the marker to the Battle-Born house and go in the back door (the front is locked), and pick up the book on the desk,inside a locked room on the bottom floor passed Olfrid's sleeping quarters, that is marked "Imperial Missive". It will state that Thorald has been taken prisoner and relocated to Northwatch Keep by the Thalmor.

Alternatively, you can confront Jon Battle-Born with knowledge of his trust with Olfina. After a few dialogue options, the star-crossed warrior will agree to bring the missive to you at the statue of Talos.

After choosing whether to go alone, or with Avulstein's group, head to Northwatch Keep, where you will assault the Northwatch Guards to gain access to the inner area.

Once in, you must fight your way through waves of the guards, which can be very difficult if unprepared, while navigating through the corridors and rooms.

NOTE: While the quest marker leads you through an entrance behind the main entrance of the Keep, it is possible to enter through a side entrance. If you enter the camp through the back entrance or if you walk over the ruined ramparts to the back area, you will see a wooden door. Picking the master level lock will make your trek through the Keep much easier, requiring you to only fight your way through a single room with a few enemies.

Proceed through until you get to the prison area. You will find a room with an interrogator in it, who will attack you as soon as he catches on to your presence. Kill him, and Thorald Grey-Mane is chained to the wall in the back of the room. Now free him, and he will grab a nearby weapon to help protect himself. Now start making your way out of the dungeon.

If you looted the Northwatch Keep Key off of the interrogator, you can just head out the door to the right side of the corridor you entered in. If not, you can trek back the long way through the door.

After exiting, Thorald will thank you for saving him. He will then explain that it is not safe for him to return to Whiterun, for the Thalmor will be after him now, He states that he will join the ranks of the Stormcloaks to blend in, and gives the player a message to pass on to his mother. He then parts ways.

Once you approach Fralia Grey-Mane with the news of his survival, she will ask you to prove it to her. You then recite the message that Thorald gave you. "Suffer the winter's cold wind, for it bears aloft next summer's seed". She will thank you for bringing her the peace of knowing that her son is alive and safe, and not locked up in a prison cell. She then gives you your reward, and the quest is complete.

Bugs

 * After obtaining the evidence and speaking to Avulstein, there is a dialogue option that allows the player to seek a diplomatic solution to release Thorald. A unique quest option, 'Find a Way to Release Tharold From Custody' will appear in the player's journal, but no quest markers aside from that at Northwatch Keep will appear on the map. If the player attacks any Thalmor at Northwatch Keep or attempts to sneak past them, this quest option will be failed and replaced with the simple command to attack and free Thorald. The likely intended destination for this quest line is the Thalmor Headquarters in Solitude, but this room contains no NPCs. If you speak to the front guard of Northwatch Keep and tell him that you're here for Thorald, he will tell you that a prisoner can only be freed by order of the Imperial Legion. You can also ask General Tullius in Solitude to release Thorald, but he will tell you that this would cause too many problems. This is true even if you are a Legate in the Imperial Legion.
 * Joining the Legion and even finishing the Legion's quests does not change General Tullius' answer.
 * (PS3/PC) Avulstein becomes hostile to the player character for no known reason upon the player's arrival at Northwatch Keep. Lose him and fast track anywhere away from him then fast track back.
 * (PS3/PC) After you free Thorald, he will grab a shovel and run behind you, but don't try to give him a weapon through the pickpocket option, as Thorald will start fighting you. In addition, don't exit with Thorald through the jail room, this will cause the marker to be placed next to a rock outside the dungeon, and when you get there nothing else will happen. If you have cleared the outside, it's worth to try waiting for one hour. Thorald should show up next to you and the quest advances. If this doesn't work the only way to finish the mission properly would be to reload the save file. To avoid this bug simply exit the dungeon through the main door.
 * There is another bug in which Thorald will attack you if you enter alone.
 * (XBOX) If the entire keep is cleared before the quest is started, and you are using Aela the Huntress as your companion, then using the side exit once Thorald is free causes the quest to hang. The quest marker is moved, as described above, to a rock north of the keep. If you proceed to the marker, Thorald comes running from the north and repeats his plea to get away from the keep quickly. Even bringing Thorald before his brother in Whiterun via fast travel will not fix this problem. Using the front door of the keep has problems that can be resolved: The marker is in the same location north of the keep. Proceed to just south of the quest marker between the keep and the rock. Eventually Thorald will come running from the keep to resolve the quest normally.