Well we all remember waking up in that shack, being ordered to kill one of three people, bound and hooded. It just annoys me that you can't free the ones you don't kill, they just stay there all trussed up..... so naturally that got my kink brain working.
This could be a simple one-shot PWP.
Who ever is left alive, in exchange for freedom or life, they sign themselves over to be a sex slave for an amount of time before freedom.... or maybe forever.
I would prefer male!Dragonborn with one of the males.
Maybe it's cutting the arrogant khajiit Vasha down to size or taking pity on Fultheim the not so fearless.
Up to you.
Or this could be a really in depth, steamy, Stockholm syndrome based story.... I would adore something like that.
Good luck.