Captain gro-Mak is an Orsimer soldier of the Daggerfall Covenant. He is the commander of the Covenant forces hiding in the town Pa'alat due to intelligence that they have received from the Aldmeri Dominion traitor, Krin Ren-dro.
Balrook is apparently well known for his sexual appetites and has paid a great sum of money to Madame Bellyscratch for the service of her 'lovelies' during his stay in Pa'alat. You can get into his hut during the quest "A Traitor's Luck" by lying and saying you are one the prostitutes. Inside his hut are the usual furnishings of a Khajiit lodge, along with two cages, a rack of weapons and cooking knives, including a meat cleaver displayed prominently. a grindstone, and a harp. You will have to play the harp to summon Balrook as the evidence you are looking for it not in the room but on his person. He will become hostile the moment he steps into the room. Defeat him and take the evidence to Cariel.