When you break into the Thalmor prison to rescue Graymane, if you kill everyone in the prison, the guards in Whiterun will say that 'you gave the Thalmor a black eye' but thats about it. You would think that if it were common knowledge that you killed so many Thalmor you would be swarmed with yellow skinned pointy eared assassins.

Oh, and did anyone find a way to talk your way in?

I think the Speech option is a misdirection - I don't believe there's a way to talk your way in. Someone will be along that knows for sure, but I think I've read in the past that it's not possible.

uespwiki only lists stealth and assault as options for this quest. Another missed opportunity for Beth

I'm not a Hater and I'm not a really devoted fan, but IDK that Bethesda fell down on this one. Talking those guys into releasing a Nord is a pretty tall order. I'm not sure even Elenwen herself could've pulled that off. I figure it's just a little prank.

Edited for spelling.