I doubt anybody has ever done this before, but I have done it once from Solitude to High Hrothgar and, not to long ago, Windhelm to High Hrothgar.
After inviting General Tullius or Ulfric Stormcloak to the meeting at High Hrothgar LAST in "Season Unending", they will travel there immediately on foot.
In one of my playthroughs of Skyrim, I decided that I would follow Genral Tullius and Legate Rikke to High Hrothgor just to see what they would encounter on the journey there. A short time later, I noticed Elenwen and Jarl Elsif right behind us. Since it looked like she did not seem to have the best defense against the dangers on the roads on Skyrim, I thought about staying with her and I would be her bodyguard. I decided to be her bodyguard from there since Tullius and Legate were so far ahead and Elenwen was in the back. It went okay for awhile, until Tullius and Legate fell WAY behind after the bandit attack at the fort between Dragon Bridge and Rorikstead. After the attack, it was just my character, Elsif, and Elenwen that moved on. I could of just let them get to Hrothgar themselves, but I wouldn't trust Elenwen, even if I did side for the Empire.
The enemies that we encontered afterwards were : Wolves, Frostbite Spiders, an Assassin (I think), a close dragon attack, and a couple of bears.
Not bad, but I would of told Tullius that I would make a better guard than him at the meeting!
As for Ulfric Stormcloak
He and Galmar Stone-Fist defeated an entire bandit camp at Valtheim Towers (the one where you pay a toll), murdered a Whiterun road guard, and took out all the guards protecting Riverwood, along with the town blacksmith!
It was like Ulfric and Galmar had planned to cause trouble because their path to Hrothgar goes through Riverwood.
I was even surprised that Gerdur was helping Ulfric take out the guard and the blacksmith too! Sadly, Gerdur didn't make it because the blacksmith had killed her. I even recieved a letter of inheritance about her death from a courier near Ivarstead.
I had a feeling that these guard attacks would happen because in Riften, the guards next to the entrance did attack imperial soldiers before when they got too close.
After Riverwood, there was only a few bandits, a couple of wolves, and one bear.
I know that the NPCs stear away from the path sometimes, but when you follow them, you get weird results sometimes.
Like I said, you probably never done this, but I just wanted to share this. Be funny if someone else did this and got similar results.