I know it's more of an in-game issue than a plot-hole. But in one of my playthroughs, I played as both a stormcloak and Dark Brotherhood member. So I did the DB quest where you killed the (phony) emperror after taking Solitude for my BFF Ulfric. However, while it was even a big surprise that Titus Mede II would even still be in Skyrim, I was then approached by Stormcloaks and was arrested. (I had to pay a fine and was free to go.) This is perhaps one of the most ironic moments in the game.

Skyrim is really good at contradicting itself
Something I really wish they worked on