There hasn't been slavery in Morrowind for over two hundred years when it was finally abolished, little late for ex slaves jumping ship?
Maven does things that help Maven or her family, the Thalmor have Nord assets as well as Khajiit, for the Thalmor not trying to draw attention to itself to allow assassins inside a city. Wouldn't they use a Nord instead of Khajiit if the Khajiit race was banned? Thalmor don't like mass attention to their covert operations, especially the ones that breach Imperial law.
Maven is aligned with the Empire, heavily. The Thalmor going through Maven may as well paint a large sign that says "Hey, Imperials here is your evidence we're breaching Imperial Law and failing to adhere to the treaty. Come kill us." The Thalmor are doing things secretly because they know the Empire won't hesitate to kill or arrest them with evidence.
I realise that, I was speaking in terms of families or groups that had settled with nowhere else to go. The Red Mountain erupted nearly two hundred years ago, and there are still Dunmer in Windhelm (I appreciate the difference in life span).
Yeah, you would think they'd use a Nord. But they probably didn't expect the Dragonborn to go marching in and kill the dozen or so Thalmor in the Ratway, so time was of the essence. I'd say the Thalmor would be willing to risk a little uproar for the sake of killing the Dragonborn and Esbern, both very high level targets. The Riften Guard are corrupt, who's to say that Maven or Maul didn't slip a coin purse into one of their pockets and tell them they saw nothing? Had it gone to plan, Shavari would've killed the targets, and left, never to be heard from again.
In response to your "Hey, Imperials here is your evidence we're breaching Imperial Law and failing to adhere to the treaty. Come kill us," who would tell the Imperials? Riften is loyal to Ulfric, as is much of the public from what little we know, and I doubt the Black-Briars would rat each other out. The Black-Briar theory is just that, a theory. She's disguised, ie wearing normal clothes instead of armour, and could even have swam under the gates. But if there wasn't a blanket ban enforced, although potentially by judgemental guards on a discretionary basis, you'd think that we'd see more than one Khajiit inside a city over the course of the game.
Anyway, I've made my point, and I will stop derailing the thread.