Thats true. I have a problem however to get him out of jail peacefully. I have heard that you need to wear Legion armor to get him out peacefully. Can someone please let us know where that specific piece of armor can be found?
Dear Scarletian,
The peaceful way is a misunderstanding that rose in the first week of playing. It's impossible to not fail at the Sub-Objective "
Find a way to release Thorald from Thalmor custody". What happens is that, because is shown as Failed, it seemed very counter-intuitive for the game mechanics to provide a Sub-Objective that'd fail, no matter what. So that threw a lot of players (myself included) nuts. Turns out that in more than one situation you bump into scenarios where an Objective will fail no matter what, the Official Guide ends up explaining that explicitly, which is confirmed by experience by several players from numerous sources (UESP Wiki, Wikia, Gamefaqs etc.).
The armor thing was just a myth, put out by players that love to say they done something that nobody else managed to do. No proof so far that it can be done, and 99,9% chance that it ever will. It's unfortunate, I was frustrated as well when I found out. I tried almost every type of armor combination possible, did Thalmor Embassy quest, searched their HQ, Embassy, did the Thalmor Quests.
So, it's Thalmor carnage no matter what.