You a Thalmor lover through Elenwen out, now that's funny. As for you problem you might try a 30 day wait and see if she shows up in Solitude.
I threw her out to please Ulfric. But that has to do with how I role play a Thalmor agent/sympathizer.
Odd that they would all just vanish.
By any chance have you left the area, traveled to another area far away & shut the game down & then back on? If someone usually vanished, this seems to work oddly.
I've traveled all over Skyrim, ended up in the College of Winterhold. I saved and quit there when I went to sleep last night...and they're still not back. I *hope* that they come back.