Simple question here.

Why didn't Malborn just nick the dossiers from the embassy instead of letting the dragonborn be put into great peril?

Discuss.

I mean during the mission.

Because the Dragonborn has shown to be somewhat capable, up to that point. Malborn's just a servant who can barely pull off what he already has to do.

because he does not have access to that part of the Embassy. He is a Servant, thus has access to the Kitchen, Storage Room, and likely Servants quarters.

Just because he works at the Embassy does not mean he has an all access pass. He is limited to the areas appropriate to his station.

So he has no Access to the Prison (where the Dossiers were), has no Access to Guard Barracks, has no Access to the administrative Offices, etc.

Surely he could steal some keys being left on a table? Or kill a guard?

I'm sure he's got more combat experience than a guard. Sounds like a plan.

Exactly. A natural thief.

Delphine tells you 'I have a contact inside the Embassy. He's not up for this kind of high-risk mission, but he can help you.'

With a moderate Sneak skill and low Lockpicking skill.

Perfect

What if Malborn is really the Dragonborn and we just don't know it yet?

Could be time for a spin-off of the "Ralof is Dragonborn" thread.

And what are you going to do while all of this is happening. Get drunk with the drunk and hit on Elenwen and wait for her to take you to her room? (that was my first plan, when I thought this was going to be a James Bond Mission). Damn quest is boring enough as it is. Quest that should get lots of "quest failed" based on the premise that everyone tells you not to mess up and there is no way to mess it up. Disapointing

Malborn should of made the guards drunk, nicked the guys then stole the dossiers. Simplicity itself.

Of course making all guards drunk including the ones he doesn't even know .

Why would he have access to the solar at all ? Elenwens' personal servants would likely be female.

What excuse would he have for going into the Solar anyway when he's supposed to be at the party, serving drinks ?

Guards are usually under orders not to drink on duty, so Malborn trotting around loaded with bottles offering libations to them wouldn't be in the least suspicious ?

Then there's the small matter of how he's supposed to escape.....

Malborn seems like a bit of a lad. I'm sure he could persuade the guards to have a sip or two. He could even use the bottles and plates to knock some of them out.

He should be able to go anywhere because he is a wood elf and can so steal some thalmor armour from a guards corpse and get inside the solar.

There should have been multiple methods of completing this quest.

Having the choice to seduce Elenwen would have been an excellent edition to this quest.