Ok, I've done the whole Diplomatic quest of course and did get the B.Gem from the Embassy. So what I decided to do is go back and kill all the Thalmor. I got in by jumping the fence with Shadowmere and killed them all in the courtyard. The I went about getting all the loot, etc.
Question is, while I'm in the Embassy where the 'party' was, there's another room that you can't get in. You need a key. There's about 3 Thalmor in the room (I did 'detect life') and you can see them. Of course once you get keys, they stay with you (no need to drop them off anywhere since they weigh nothing) How do you get into this room? or can you at all? There's also a room/door in the kitchen that you can't open. I recall getting a key before the quest began. Or actually you get it off one of the guards. Can't remember. It's been a while.
Hence these questions raises an eyebrow that you're not supposed to be able to get in the room so you won't kill all of the Thalmor that may there for the new DLC,. I could be completely wrong and someone on here will let me know how to get in that room and pillage the rest of the Thalmor.