The Northwatch Guards are Thalmor soldiers that patrol the areas of Northwatch Keep in northwest Skyrim. They guard a captured group of Talos worshippers as well as Thorald Gray-Mane, who was captured in battle.
They use One-Handed weapons in combat, often in conjunction with Flames. They can be difficult to defeat in battle, due to a high amount of health, so it is wise to use sneak or range based attacks. At higher levels, they wear glass armor, as well as using glass weapons.
During Missing in Action
(When dialogue is opened the guard says the following)
"You have no business here, so keep walking."
What is this place? "That's privileged information. Now move along."
I'm here for Thorald Gray-Mane "Are you joking? Even if we had a prisoner by that name, the only way he'd be released is by order of the Imperial Legion. Now I suggest you turn around and go back the way you came."
(Originally there was meant to be an order from General Tullius which would allow Thorald to be released. In which case, the conversation would continue as follows)
Here's an order from General Tullius himself. "What? Well... This seems to be in order. Very well, follow me."