I moved mine to Riften and little Lucia said (If I recall correctly)....
'Mama I am scared living here, will you protect me?'
Sofie said...
'There are really scary people here.'
How odd, I moved my children to Riften and they say 'Mr. Brynjolf gave me '(an apple or something, i dont remember)' He seems nice.' And they say the priest of Mara invites them to come to the Temple whenever they like. Maybe its because Im the Thieves GuildMaster. Its like my guild keeps an eye on my kids for me.