I'm on PS3. I've done the Jarls quests but not yet assisted 3 ppl to become a Thane in Markarth. When I walk into the shrine, Eltrys is lying dead. There's a "quest" arrow pointing to Eltrys. I walk to it & nothing happens. The Legate is in the shrine as well as two guards. I've even tried initiating a fight with them (usually ends bloody & I re-load).
I have the Skyrim strategy guide & it said "No One Escapes Cidhna Mine" is supposed to start immediately, but it doesn't.