Re: Ulfric. Not sure if you can, but I wonder if it is like the guards. The guards scale to your level so if you are level 40 or more it would say "too powerful", if you tried to thrall a guard.
If Ulfric scales to the level you were at, when you killed him... its unlikely you could thrall him (unless you did that way earlier than I did.)
Some people said they did thrall him, in various message boards, while others said he was "too powerful", when they tried.
My current favorite is the Thalamor soldier, from the thalamor embassy. She looks spiffy in her glass armor with me, a female nord in my legendary heavy imperial armor,
and the unkillable Mjoll in her daedric. I read they cap out at level 36, making them near the thrall limit (of 40.) So I brought her home, killed her, smithed her glass
armor to legendary then double enchanted most of it for one hand fortify/fortify archery. I stuck resist shock on something else, I could not double enchant
one hand/archery on to, 74 hp on her chest piece, tossed her legendary daedric one hand sword, legendary daedric shield with 44 resist frost and 44 resist fire
and the legendary daedric bow (plus that one daedric arrow. ) Unlike Mjoll, she actually USES the daedric bow. She really GOES TO TOWN on stuff.
I'm on master diff, only had her die once because she stood like she was challenged on one of those spots that activates the wall of spikes that slams out at you.
She stood on it through several hits, then died. Then I just took all her gear, stuck it back in her corpse, then dead thrall again.
I'm mostly melee so I have to put on a couple of 29 percent conjuration fortify items just to cast dead thrall that one time, then remove them again

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I've only had her glitching inside of one cave, it was the cave that zones into the something warehouse in solitude. I could have just went the other way, into that warehouse, but I knew that once in there the guards would aggro and the thrall won't even TRY to sneak like Mjoll does. So I had to reload a save. Before trying to reload the save, I tried using that shout that is suggested if an npc won't zone out of a cave during a quest; It blew her to what looked like the zone point, but unlike it did with that NPC (for an earlier quest) she did not "zone"(instead she merrily ran back to me and said "Unnnhhh" some more.
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Anyone else have their thrall revert back to the original npcs voice sometimes? Normally she only says "Unhhh", or "must kill...." On about four occasions, she has said
stuff in the regular female thalmor voice:
"Watch it with that spell" (when I tried to heal other her the first time, which doesn't work of course"
"Watch it with that fire"(or something like that, on ONE of the millions of times I unsheathed my Daedric one hand fire/ice enchanted sword.