Lady Saga is in Valenwood.
Kahreem of Weet is in Bravil.
Saga has become disillusioned and sad in Cyrodiil, and had been missing her family, friends, and way of life in Valenwood.
With thousands of gold in her coin purse, she will return to her home a very rich wood elf indeed. Kahreem has just been assigned a Thieves Guild quest to head to Leyawiin and find a missing ring, but I think he will probably do a bit of moseying in Bravil. He has his eye on the castle; chances are he might try to sneak in its hidden royalty areas, where only the nobles go.
Kahreem's action will get fleshed out more this weekend hopefully, over in the Character Updates spoiler thread.