Hand her over. Takes care of this situation
And you think the thalmor never succeeded in killing some of those nobles? Just cause the Redguards managed to keep them from taking over hammerfell doesn't mean there weren't casualties on the home team's side. Nobles probably did die from the thalmor and her being extra cautious decided to flee and disguise herself as a low-middle class tavern girl.
To be fair, not only does Elder Scrolls on a regular basis retcon itself or rewrite lore, so that can't really be used to defend either side. And the creators themselves said neither side is right. Both are left ambiguous so either side is right in the eyes of the player. Really all it comes down to is do you want to kill 10+ Redguards that don't matter in the grand scheme of things to collect an ugly sword model and awesome clothes or hand over one girl that doesn't matter really in the grand scheme of things to get very little gold that could maybe buy a few salt piles and a raw pheasant
And the power the thalmor are really given is practically non existent... What can they really do? Advisor to arch mage? He had no real power or say in what they did... Taking people who worship Talos? They do it so rarely and when they do it typically results in a battle where at least 1 or more of them die, it doesn't really matter. They control the imperial army? No... can advise the army? Not really... are important to over see there is peace between the dominion and empire? Not really, when Elenwyn tries to sit in the meeting of the jarls in high hrothgar she can be kicked out and it makes no difference...
So what power do they really have in skyrim?
1. That's not power... That's something a house pet has... And they can be killed even in imperial territory, by the aforementioned escaping prisoner or just people who don't like them.
2. You know very little of her family's situation or the situation with the thalmor... So she could either of been a member of a fairly minor family that the thalmor could strike at and it wouldn't be missed or she could have been a former assassin. We don't know. All we know is from word of mouth by a group of people that don't belong there and have no power there...
3. And as I've stated before, the Thalmor have agents of different races... Is a group of mercenaries or assassins that are entirely Redguards be out of the question? Since thalmor are not allowed in there, who would believe that it was a group hired by them?
Minor families do make a difference in cases... If they can convince enough minor ones then it'll draw attention to the major ones. And Altmer live long enough to have wisdom and a wise person doesn't just leave things to chance when you can live long enough to see their plan come to fruition.
And that's where they'd send the mercenaries...
"The only methods of assassination we've seen..." Exactly, do you think that's all they'd limit themselves to? That seems incredibly stupid. A smart thing to do would be to have contacts with every race and some in positions of power or be forces of power so you can have your will done subtly if you can't go at them directly....
Saadia's story is very flawed in my opinion. Why would the Dominion send the Alik'r to capture her if she was against the elves? Why would she even leave Hammerfell if the Dominion was after her? After the treaty of Stros M'Kai, the Thalmor and the Dominion were completely kicked out of Hammerfell and the Redguards regained all their lands. This makes Hammerfell the safest place from the Thalmor in all of Tamriel, or second if you count Black Marsh. She could have hide anywhere in Hammerfell and it would've been safer than Skyrim, where there are Thalmor roaming around.
It's true that mercenaries sell their services to the highest bidder, but the Dominion employing Alik'r mercenaries just doesn't make sense. If they wanted to have her killed they'd have sent a Khajiit assassin, like they did two times already in the game: One to kill you and another one to kill Malborn. Or they would send some justiciars with an executioner order to kill her, like they do to you when you kill some random justiciar escorting a Talos worshiper prisoner over and over. Kematu's talk was very convincing. More solid than Saadia's story. He is either being honest, or he has a higher speech level.
Though it is your choice which to believe. A woman with a story so full of plot holes that it looks like Swiss cheese. Or a mercenary who's story actually fits in with lore. Who do you believe?
Thalmor agents were just as likely to be able to find her in Hammerfall, in fact it might have been more likely. I don't know how the Thalmor operate in wars but they would have at the very least a few people close to the Nobles in Hammerfall. It's simply the logical thing to do, and considering she could be fairly easily tracked in the cities (she is said to be a high ranking noble is she not) and even as a Redguard I doubt that Nobles are conditioned to survive for long periods of time in the deserts of Hammerfall. So really Hammerfall isn't that good of an option, a foreign land where she is completely unknown, the locals just see her as another Redguard and nobody cares about her all that much.
We have no idea how long Saadia has been in Skyrim, and how long the Alik'r have been chasing her through the land. She could have been their for years while the Thalmor sent other agents after her, with no luck and then they could have hired the Alik'r to find her, finding a Redguard Noble is easier for a native of the land.
In the end we don't really have any comprehensive evidence on either side though do we. Not enough Lore to back up boot sides and really we can both make guesses on what happened before hand but we really don't know.
Hey Shor, your previous comment was a tad out of line, that kind of language isn't really something I approve of all that much, I've edited the comment to something more friendly but please don;t use that kind of language around here, I'll keep an eye out for other people and I'm not just singling you out.
After doing some digging on Youtube, I got Kematu's dialog. Two dialogs were enough to convince me they weren't hired by the Thalmor:
When you tell Kematu that he and his men are assassins:
"Assassins? No, nothing so crass. "Saadia", as you know her, is wanted by the noble houses of Taneth for treason. We were hired to see her returned to Hammerfell for her crimes."
When you ask Kematu what Saadia's crime is:
"She sold the city out to the Aldmeri Dominion. Were it not for her betrayal, Taneth could have held its ground in the war. The other noble houses discovered her betrayal and she fled. They want her brought back alive. The resistance against the Dominion is alive and well in Hammerfell, and they want justice."
Remember, the Thalmor have no influence in Hammerfell after they removed its military forces as a condition of the Treaty of Stros M'Kai. It wouldn't matter if Saadia spoke out against the Thalmor because literally everyone in Hammerfell hates them already, especially when they were unwilling to concede defeat and lose half of their territory to the elves as a condition of the White-Gold Concordat. That's why I don't buy Saadia's story that the Alik'r are Thalmor assassins. If they were, do you think the Whiterun guards would stop them from capturing Saadia or even arresting one of them? They would be insane to try to oppose someone working for the Thalmor.