At this point, it's certain that "Darkwater Crossing" is by no means near any border. When the character arrives at Darkwater Crossing, s/he had already crossed the border. Especially if s/he's a Breton/Redguard coming from High Rock/Hammerfell
you know people have to actually walk or ride TO the borde in the first place....right?
your character could of been doing ANYTHING, fishing, hunting, running, walking the main thing is he was cought ''trying to cross the border'' infact your character may not of even been thinking of the border at all he was just in the wrong place at the wrong time, if your hunting/tracking Ulfiric or any rebel leader/general you will take anyone around in view incase they warn/tell anyone who has influence to break them out.
IF you were given the chance to create your own story, why then the line "You were trying to cross the border, with that horse theif over there."
what you are ''told'' and what your character was actually doing is a completley different thing.
what ever happend to the creative minds / imagination around here. stop picking holes and play the game for what it is, if you cant accept it for that then chances are your not going to enjoy yourself.
im fed up of being a prisoner to start the TES games but w/e i can deal.