So because one man says it, it's canon story? Freewinter couldn't be mistaken, wrong, or lying?

Unless you have a source that proves he is and that isn't a gameplay mechanic otherwise he isn't lying or wrong and it becomes canon.

Well that's not the fact. The Snow Quarter (now known as Grey Quarter) was given to Dunmer refugees when they arrived in Windhelm. If you'll talk with the Dunmer and Altmer who are working on market district you will found out that Dunmer are too proud. They think working for or with Nords shames them. So they are keeping themselves and whining. There are no laws which are making them as second-class citizens. They are treated as all others: You need to do work for your living, if you want to buy fine house you need to pay it with proper amount of gold etc. Also all Dunmer in Grey Quarter are living in the safe which is provided by the guards and walls of the city but none of the Dunmer are willing to join in the guards and defend the walls and their city. If you talk with Dunmer in Windhelm you will find out that they are thinking themselves to be better people than Nords. One of them even says he doesn't care that there is a butcher killing people in the city as long as none of the Dunmer are killed. That attitude can't take you too far.

That's utterly false. Not everything said in the game is canon. For instance, Avenicci says that the Nords are lucky to have the Thalmor's aid.

I just looked at Freewinter's profile and his quest is also listed as a radiant quest. So, it seems like he just sends you on a random quest anyway. The last time I did Freewinter's quest, the cave had some bandits but no loot to speak of and no dead outlanders.

They aren't forced. They can leave whenever they want to. It's such a "slum" because it was gifted to them by Ulfric's father because of the Red Year and it's their job to take care of it. They have to fix it and deal with it themselves because they don't have to follow laws or pay any taxes because they govern themselves. No one seems to know this and it's baffling. Edit: Ninja'd by Nago.

This. They don't pay taxes and they govern themselves, so Ulfric leaves the care fo the Grey Quarter to the Dunmer. He can't afford to use tax money from the rest fo the Nords to pay for buildings that he isn't being paid for.

This is basic economics, people.

What Avenicci says is a personal opinion whereas what Freewinter says isn't personal opinion, it would be considered current events.