after u complete the main quest of markarth ur not required to help them fight the guards but i chased the forsworn peacefully just to see how many would die and where they would end up on. i unfortunently couldnt see where they go..too many obstacles in the way..a dragon, a bear and other forsworns which appearently fight those forsworn that we just helped getting out of markarth..interesting fact..it seems the king in rags isnt exactly known by the other random forsworn that u would encounter all over the reach..
after u finish this quest u can chose to either follow them or not but if u dont they will spawn in some cave where u can interact with but they wont attack u, u can retrieve every loot that they own and unfortunently they will all say "they reach will be ours" not much of a speech line since all say the exact same thing..kind of a letdown..bethesda never thought of giving u even more different speeches for all of them..left alone even a extra mission from the forsworn. quite dissapointing..
however i followed the forsworn and they ended up all dying one by one, first by an ancient dragon which got me killed..
second time i reloaded and a normal dragon spawned instead i easily killed it, but bears forsworns and other stuff meddled in their escape ended up killing every forsworn..go figure..maybe staying in the mine wasnt so bad after all..