So on my way to a quest I get attacked by a group of Thalmor Justicars. After killing them I loot the bodies and find that one of them is carrying a letter regarding my execution as apparently I am an enemy of the Thalmor. However a few minutes later after completing my quest I go back to Markarth to hand it in and there is a Thalmor Mage/Priest/Important Person there with 2 Thalmor guards and he talks to me and gives me a quest, not mentioning anything about me being wanted by them at all. Whats up with that? Is it a bug? It seems a little inconsistent given my altercation with his buddies prior to him giving me the quest.

Not a bug. Would it be that surprising if a major political group had an arm that was not their "public" face, doing the dirty deeds they want done? Like how the Spectres are in Mass Effect or whatever.

So what are you saying? Is he trying to send me to my death somehow?