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If you haven't killed Gissur in "Diplomatic Immunity", he appears in the Flagon during "A Cornered Rat" and after you try to persuade Vekel the Man, he'll leave the Flagon and return
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Elder Scrolls V: Skyrim Walkthrough in 1080p, Part 55: Escorting Esbern to Riverwood (PC Gameplay) - YouTube
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