I have been trying to figure out what to do. I have read some posts and topics regarding this quest ''Missing In Action''.
I see there are two ways to complete it; peacefully and... not so peaceful.
But I am stuck at the moment where I ask one of the Thalmor guards about the prisoner, I really want to help him out without killing anyone.
I heard there are a few ways... an order you can add by the console commands on PC and that you could use a full set of an unique Imperial Armor, however these things do not appear in the game as far as I can see... and I am playing on Xbox 360... didn't Bethesda finnish this quest?

Please, help.

As far as I know, there is no peaceful way to legitimately end that quest.
I might be wrong, but I havent found one or heard of anyone who has.

I'm sure you have your reasons but killing Thalmor is no more a crime walking on the grass at a park. Sure some self important people care but no one else does.

sneaking in the back door is the only thing to do that is semi peaceful , but honestly , I see a thalmor patrol and I run right up and show them my amulet of talos