I'm in Whiterun and spoke to the black woman who works at the bar. She told me she's being hunted and to talk to one of her hunters who is in the jail. Did that, and he suggested that if I paid his fine he'd give me some info about the head mercenary. Paid the 100 credits to the jailer, but the guy remains in jail, even a day later. Is this a bug, or am I missing something here? Thanks.

I don't think he ever actually "leaves". You just need to go talk to him in the cell again. Tell him his fine's been paid. He'll tell you what you need to know.

The guards never let him out. If you listen to the conversation after you pay the fine, the guard says he "misplaced" his key and will try to find it "eventually." So you, the guy is never getting out.

Yeah, I went to talk to him but got the same dialog option as before- nothing new, and he repeated his request taht I pay his fine. No new info from him. Went back to the jailer to see if payment was an option, but that dialogue option didn't return.

yes, just use the same dialog option again (even though it is greyed out) and voilà - you will tell him you paid his bail. Held me up a few minutes aswell the first time

the guards 'lose' the key to his cell. He will be there for a while...unless you break him out.