In the quest "Missing in Action", you get the option to release Thorald from custody without bloodshed.
How do you do this without magic? I've asked General Tullius to help release the prisoner but he says "it would cause too many problems".
Do you need some certain armor to trick the elf at the gate? Thalmor armor? Imperial Legionnaire Armor?
Is the quest bugged?

You can't release him peacefully, it's either a red herring or else there was another course of action that was not fully implemented into the quest.

I suppose if you managed to sneak all the way in to where he is and then sneak all the way out without ever being seen, it might be possible, but other than that, no. There's nobody you can talk to that will let you get him released without going and getting him yourself and fighting the elves at the Keep should you be spotted.

According to the wiki, it sounds like there isn't even an unimplemented means to free Thorald peacefully. Consider Tullius's answer his way of telling you to just fight your way through it, without outright saying it.

It just sound really, really stupid to give you so many "teasers" about releasing him peacefully and then just don't implement it.