Oblivion:Ri'Shathra

Ri'Shathra in his cell

Ri'Shathra is a priest of Dibella turned weapons trainer. When the young acolytes in his charge declared that they wanted to go and drive the Daedra back out of Kvatch, he persuaded them that they would need training before they could take on that task, and took them to safety at an abandoned chapel in the Colovian Highlands.

You find him in a cell in Infested mine, where he is held captive by the band of marauders that occupy the mine. He is not exactly a prisoner, as you will discover when you talk to him.