I say that (mostly jokingly) because housecarl seems like an odd career for an Altmer wizard, and because Erikur's a war profiteer who supports the Empire but has no problem selling weapons to the Stormcloaks for the right price - and if I were an evil regime bent on prolonging the war, I'd consider that a perfect place to plant an agent. But no, there's no dialogue suggesting he's with the Thalmor.