Yeah....
http://imgur.com/P4h7J.jpg
What the hell? This thing just showed up in Dawnstar while I was buying smithing materials. It killed Leigelf.

Why did this happen? Is there a random encounter bug in Dawnstar? Earlier the Hunter-Bandit one occured in front of the smithy but I didn't think about it.

Woah, sometimes that stuff happens. Maybe its a troll from Nightcaller Temple?

There are also beasties such as frost trolls in the area to the west of Dawnstar.

If a dragon attacks them they can follow it, even back to town.

If I'm heading into Dawnstar I usually check the area where the Khajiit caravan sets to see if anything (ftost troll or giant, usually) is getting a bit too close.

The Frost Troll was probably chasing after the Bandit and the Hunter and had managed to follow them all the way to Dawnstar, thus resulting in the "trolling" of Dawnstar you experienced.