"were you not just listening to my mentor?" Diego shrugged. "Look you might not be afraid of Thalmor but this city was supposed to be a safe haven from them... Can you imagine what they'll do to you if they find you? Death isn't that bad... you'll be lucky if all they do is test out new spells on you, or gut you, or starve, or poison, or have skeevers start eating your skin, did I mention they have rabbis?