So the quest where you find a certain someone and tell the redguard warriors of their location so they can take them back to Hammerfell. The thing is I came across them earlier in the wilderness on my new character (level 18) interrogating a redguard woman. After that I talked to her and she said that she wants them to get lost in the wilderness. Then I start walking down the path to see them when a troll steps out and even with me shooting at it it mails them both. Will they come to Whiterun or is that quest failed.

The people in the wilderness are just random spawned Alak'ir. The quest can and will continue just like normal

Did you help her or the red guard warriors?