Making bling makes heroes.
It was only on my way back out of the mine that I noticed how rich it was in gold ore. I made the most of it and of all the precious gems lying around to improve my blacksmithing and reach level 53 while I was at it. Outside I found that Derkeethus had just been waiting there the whole time, having fallen to a spot out of the nav mesh I guess.
Not a bad spot to retire, really.
Since he refused to move (I assume he wanted time alone to loot the remaining valuables) I parted ways with him there. He did mention that the Aldmeri Dominion was strengthening their position in the mountains near Solitude though, at their Embassy I'd previously been to before.
Deciding not to be hasty, I took a careful look around Dragon's Bridge and discovered the new Dragonmourne Inn which housed a lot of folk who were mistreated during the Thalmor occupation and wanted a bit of payback. I offered them the chance they were waiting for.