I've still not heard of any problems in Valenwood. It was my understanding that those purges that some mer are upset about happened a long time ago and aren't a problem now
The purges are still going on in Valenwood. You have to remember that Valenwood was never fully for the Dominion. What happened was that a few Thalmor supporting families worked with the Thalmor to overthrow the government there, and since then they've been purging families who not only resist Thalmor rule, but also just don't plain agree with it. The Thalmor already did this in Alinor when they seized power, and they have been repeating the same with Valenwood.
Spoiler Do remember that the Bosmer who helps you during the Main Quest had his family murdered, and unless he's a hundred years old (doubtful, in the extreme) that clearly indicates that Thalmor purges are still going on by the time the games events take place.
Because of this, its only logical to see that Valenwood is on the brink of civil war. Either that or a mass immigration of Bosmer into the rest of Tamriel, which would probably be just as beneficial.
And while Elsweyr was never taken over by the Thalmor, they would still have Thalmor. Heck, if there are Thalmor in Skyrim, there are Thalmor in Elsweyr.
The Thalmor might be present there, but not in a military capacity. And given Elsweyr's past actions it is far from likely that we'll see a Khajiit army riding up to Skyrim's doorstep. Nor even the Empires for that matter.
How could the Empire even try to fight the Dominion? As you and I have said, they do not have a massive, powerful army. Their main strength comes from tactics, planning, espionage. The notion that the Summerset Isle would be able to raise an army able to conquer the Empire due to its sheer mass in inconcievable. With 25 years to do whatever the hell they want within the Empire and the Empire not being able to do a damn thing about it, they Thalmor have surely integrated themselves into the Imperial Government. If Skyrim remains part of the Empire, it will remain part of the government and decisions. When the Empire tries to fight the Dominion again it will have too much internal conflict, trying to avoid things like moles leaking intelligence, sabotage attempts etc, to even be able to focus on actually fighting the Thalmor. Skyrim Hammerfell and maybe High-Rock? Different story.
More than likely depending on how far the rabbit hole the Elder Council and the rest of the Empire's upper echelons have gone, it will either be the Legion staging a coup or the Legion saying screw you to the Empire and acting on its own.
Spoiler Plus with the Emperor being assassinated both are likely
However, all will depend on whether the Legion wins the Civil War. If they do win, then they have some smidgen of a chance. If they don't, well, we've already been over what would happen then.