But are the spring and summers in Skyrim warm enough to ensure a swallow would live their during those seasons. If not, you might want to look for a different carrierbird. I suggest geese.
They would have to import bananas from Valenwood, and in a time of Civil War and transition from empire back into city states would make that a low priority.
Bosmer don't eat plants, so they wouldn't have bananas to export.