I'll need to get a lot of pictures for this, but I have some from another project that should work well enough.

I wanted to write some thoughts and ideas down first though and see if anyone reads these or wanted to comment.

First off, it is too bad, though not at all surprising, there is no Thalmor Main Quest mod.  You could re-use a lot of the content though not all and would have to create some new scenes or just have some of the quest cut entirely.  Given how finicky the quests are, that is understandably a deal breaker for most.  I don't know if the CW is more touchy than the MQ or if both are just plain hands off.

Initial thoughts are that the player-character is an undercover Thalmor agent, known to Elenwen and other officers but not walking about openly in robes or elven armor. Maybe you were following Ulfric and got caught and put on the cart to Helgen.  Any other alt-start though would probably make sense and be workable... even the escape from jail ones if you got picked up on a trumped-up charge by someone that didn't like you.  The other project I started in Dawnstar as a prisoner but the story was he arrived in the city by ship to do some scouting and was grabbed by the elf-hating guards just to hassle him.  He broke out, made his way to the imperial camp after eluding pursuit and borrowed a horse to head for Solitude.

The Thalmor DB quest would start whenever the MQ would be started, either at Helgen or upon killing the first dragon. The Greybeards, being non-racial issue their normal Dovahkiin call and welcome this high elf spy.  The Horn of Jurgen Windcaller can be swiped by Delphine (or via mod similar to one I use is left and Delphine sends you a letter some few days after returning the Horn to the Greybeards).

Here where the major divergence starts.  Delphine may not know you're a high elf if the rumors are only that "some adventurer" killed a dragon, or that everyone heard the Greybeards shouting.  She really should know since it seems she knows everything but really? So this high elf shows up and she's just not quite paranoid enough to play dumb. Down you both go to the basement and the map of burials comes out.   You could just kill her at this point and take her maps and notes but you don't know that she's Blades, just yet. You're better off waiting until after you kill the dragon and she admits to WHY she's been waiting for the Dragonborn, especially after she talks about setting up the break in at the Embassy.

I'd love to get a nice kill shot in her basement (underground the sound should be muffled and no one would know in the Inn proper) but that would mean not meeting Malborn and killing her at the farm is too public.  Probably the best would be to visit the Thalmor HQ in Solitude for backup and arrest Malborn in the Inn, then take another squad quietly down to the farm and grab her there.  Instead of the party and the distraction scene, you could have a torture scene or just get the next mission to find Esbern, following the tip from Gissur.

All of the locks on his door won't keep out a fireball or shock spell through his little sliding window and a few mages should be able to take about some old crumbly stone and get the door open.  Haul him back for interrogation and maybe the revelation that you're Dragonborn (explaining Delphine's interest in you) and his dreams about Alduin burning the world might prompt him to tell you about Alduin's Wall and the Skyhaven Temple.  From there the main quest can proceed normally with the Thalmor not telling Balgruuf anything and it only appearing as though a very special adventurer has a plan to stop the dragon attacks. His part in making the Thalmor even stronger won't be known until later, at a time most favorable to the Dominion.