For some reason when I am capturing Whiterun Vignar Gray-Mane steps into Dragonsreach and does not move an inch! If I go back to Windhelm it tells me I failed the quest, Jarl Balguuf is back in his clothes and throne and Vignar is still there! I want to continue the war but not like this!

Try using the full unrelenting force shout. I have had a few NPC's that locked up for no apparent reason and shout them worked more often than not.

I'm pretty sure that will put a bounty on me and cause everyone to attack but I'll try it. I retried the mission maybe 10 times or more and every time it's the same thing.

I tried what you suggested and no luck. It seems everyone but Ralof, Galmar and the other Stormcoaks are frozen.

I had to delete that game and start over. However in my current game this issue didn't repeat itself. Maybe because I started this game after the 1.5 update.