They haven't been kicked out or killed by the stormcloaks, who I chose to complete the civil war for.

They are just walking around amongst stormcloaks as if nothing has happened, as if they haven't been slaughtering talos worshippers.

This bothered me as well. If the Stormcloaks won, then even the Thalmor Embassy would be obliterated. There's no way Ulfric could run his war on the rhetoric he did and NOT kill every Thalmor in Skyrim as soon as he had control.

Thank Arkay for modders!

Isn't that the quest related group in the Longhouse? All my characters, even my altmer will kill Thalmor agents on site... wish I could of done the same for them. Elevate them from their foolish cause

Exactly, also Ulfric told me to kill every legion troops I come across, well I came across a legion camp and the legate was still essential. Ridiculous, they need to sort these little incoherences out.

Funny thing is they left Markarth after the Civil War in my game, and I took the Imperial side. In fact, they're nowhere to be found (except for the occasional Thalmor Justicar attack).

Sounds like they got the coding back to front...

When I then killed the thalmor at Markarth, the stormcloak guards arrest me. This needs sorting.

I havent seen a Thalmor in Markarth

And once in a blue moon, i will see a fire ball coming at me, and it's a thalmer hired peep, in ebony armor, trying to kill me. Other than that, i never see them. Which i wish, you would see more, around thalmber embassy.

I think those disappear once you finish the "Diplomatic Immunity" quest.

Ulfric isn't stupid. The Thalmor were playing both sides of the coin during the civil war quests and would of preferred to have the war go on indefinitely as it only further helps their plans. If the Thalmor invaded Skyrim the Stormcloaks wouldn't stand a chance, so either Ulfric is in some sort of negotiation with them or the Thalmor have some ulterior motives (i.e Snow-Throat tower).

Actually I have no doubt in my mind that Ulfric is that stupid and then some. Judging by what we know about him he's a true Nordic patriot, which means he won't bow to anyone for any reason if he views them as a threat to Skyrim. Besides his distrust for the Empire and starting this civil war because of the Empire loosely allying themselves with the Thalmor, the people who have rallied behind him in support would stop supporting him immediately if they found out he was in negotiations with the Thalmor.

I think he's stupid enough to blindly fight a war that does nothing but weaken both Thalmor targets, but not stupid enough to betray everyone who joined because of his cries of fighting the Empire and the Thalmor by being in negotiations with them. And if the Thalmor was caught working with both sides of the civil war neither side would be happy with them, putting them in a bad political position.

Given his intentions at the end of the civil war, planning to rebuild his army to fight on 'his own beaches or the enemies', men have a much faster reproduction rate so building an army large enough to protect his land could be plausible.

That combined with the fact the dragon born is the right hand man, who has a strong understanding of the voice, a huge asset in battle. Also think of his ability to call apon dragons to ally him in battle.

Well you're dragonborn may be ulfric's right hand man but chances are it won't be cannon. For example my Dragonborn thinks this war is useless and is just an event set up by the thalmor to have the sons of skyrim divided and spilling their own blood. As a result he picks no side.

This is quite a moot point then, as my orc dragonborn has freed skyrim of the empire and thalmor, and preaches racial tolerances to those who are intolerant. He would happily lead an army into battle with the thalmor, using his understanding of the voice for a large advantage.

In my game they left Markarth when it changed hands to the Stormcloaks during the peace treaty.

The self serving ulfric the liar us dead in my game. I gave him no satisfaction either.

I took sides with the empire in the war, and the Thalmor are still in Markath. There's some glitches in the dialogue when you finish quests related to the city, some people seems not aware of the latest events.

I don't see why everyone thinks the Thalmor would just walk right into Skyrim if Ulfric kicked them and the Empire out. The Empire abandoned Hammerfell, and the Redguards held their ground long enough for the Thalmor to pull out. I could easily see the Nords doing the same thing. One thing all Nords would certainly get behind would be to repel an invasion of elves.

There are also many references in-game about how the main part of the Imperial army was tied up elsewhere, staring down the Thalmor so that the war didn't restart. And the WGC was not surrender terms by the Empire - it was more of a cease-fire by BOTH parties, as indications are that the Thalmor were pretty strung out as well and needed to end hostilities as much as the Empire did. So the Thalmor would essentially have to raise a new army to invade Skyrim, because their current army has to stay in place so that the Empire doesn't attack them. I don't see that happening.

Also remember that the Thalmor representatives in Skyrim are not indicators of the strength of their warriors. Just as IRL ambassadors to other countries are top military men, so too are the Thalmor in Skyrim stronger than your average Almeri footsoldier. Of course they all seem to be badasses - they are!