When I arrive back in Whiterun, I make some orders from the Jarl's steward for some stuff for my house, like furniature and an alchemy room. I talked to old lady Grey-Mane in the market who said her son was gone, and that she'd like to talk to me about it in her home, privately. That was suspicious, but I went anyways.
I go to their manor, and one of the sons, Avulstein, was not too happy to see me. Turns out he's a Stormcloak, and is in hiding there. His brother was captured by the Imperials, and he's next. I'm not too interested in intervening on behalf of the rebels, but there might be something in it for me, so I told him I'd look into it. Avulstein thinks the Battle-Borns are behind it, or at least might know where his brother is. Of course, it's up to me to find out.
I go to the Battle-Born manor, and sitting right in the open is an Imperial missive (well, technically it was in a study attached to a bedroom, but it was just sitting out on the desk). I take it, and give it to Avulstein. His brother, Thorald, was handed over to the Thalmor (against the protest of the Battle-Borns), and is being held at their main fort of Northwatch Keep. Avulstein immediately wants to go rescue his brother, but I advise him against it.
With that, I'm off to get the Horn, at a place called Ustengrav. It's out in the north-west, out by Morthal, so it's a bit of a hike to get there. I meet another dragon out there; this time, it's not shy about violence.
I come across some house out in the middle of nowhere; I go in, and the guy attacks me. Looks like he was a necromancer. Why are they always so mean? In retaliation, I steal his stuff. He had lots of alchemy ingredients that I have never seen before. I did get an alchemy text, so I don't have to taste them anymore.
The rest of the way to Ustengrav is thankfully uneventful.