What happened to the Stormcloaks? I was thinking maybe an Imperial that fled to Skyrim to worship Talos just before the civil war, then became a Priest of Talos before being captured by the Empire. Depending on what the Empress did during the events of TESV the character would range from reluctant to enthusiastic. Probably of wealthy background, relatively educated before becoming a bit savage as he integrated among the Nords he ministered to.