Turning a Blind Eye
After you have fenced at least 600 golds worth of stuff, you'll get a journal entry letting you know that the Gray Fox may be contacting you soon. These contacts from the Gray Fox work a little differently than the jobs from the Doyens in that someone has to find you in order to start the quest. There are a couple of rules for the person looking for you.
First off, they will never contact you in the city where your meeting with the Gray Fox is supposed to take place. For this mission, you're going to meet in Bruma. So Methredhel will look for you in every city except Bruma.
Secondly, the messengers will not look for you outside of the major cities. If you're staying at an inn, snooping in a dungeon, raiding a fort, closing an Oblivion Gate or whatever, they won't disturb you and will just wait for you to arrive in a city before heading out to meet with you.
Thirdly, if you leave the city that you're in when the messenger sets out to find you, they will turn around and return to their starting location again. For example, a couple of hours after finishing the "Taking Care of Lex" mission, and if you are still in Bravil, Methredhel will leave the Imperial City to travel to Bravil. If you leave Bravil before she arrives, she'll turn around and return to the Imperial City. The Prima guide says that she'll continue on to Bravil before returning to the Imperial City, but I've run across her more than a couple of times on the road between the two and she was headed for the Imperial City each time, not Bravil. She did give me an "I've been looking for you" greeting and then gave me the instructions on meeting with the Gray Fox when I initiated a conversation with her, in case you were wondering.
When you're ready, travel to Bruma and look for Helvius Cecia's house (it's behind the Chapel and he'll be standing outside). Enter, go downstairs and talk with the Gray Fox. The Gray Fox wants you to steal Savilla's Stone from the Temple of the Ancestor Moths, which he marks on your map. He tells you that you should not harm the priests at the Temple, but that there is no bloodprice for "the stone's guardians".
The Temple is in the mountains, northeast of Azura's Shrine (which you might have visited as part of the Main Quest). If you completed the Cheydinhal Recommendation quest, Trayvond the Redguard will have a "Daedric Cults" conversation topic that will mark the shrine for you. It's pretty rough going if you want to travel cross country, but there is a road that runs from the north side of Lord Rugdumph's Estate, which is the location of the Fighters Guild "The Noble's Daughter" quest. If you haven't done that quest, just go directly north of Cheydinhal and you'll hit it.
There are three buildings at the Temple of the Ancestor Moths. One is a chapel, which is probably locked. There isn't much of value inside the chapel, but there is a book behind the altar that will tell you about the Moth Priests. They are in charge of the Elder Scrolls. If you retrieved and read "Divining the Elder Scrolls" in the "Ahdarji's Hierloom" quest, you would have learned that anyone who reads an Elder Scroll is struck blind. What it didn't tell you is that it's a temporary blindness at first. But with each successive reading of an Elder Scroll, the period of blindness grows longer until it reaches a point where it becomes permanent. At that point, the Moth Priest retires to the Temple where he is cared for by the monks. Almost incidentally, the book tells you that the priests are very good with swords, axes and hand-to-hand combat. Take heed.
Next to the chapel is the quarters of the three monks who are currently caring for the Temple. Their quarters may or may not be locked. They are non-hostile and don't have much in the way of information. If you don't mind the bribery or time required to boost his dispostion, you can get Holger to unlock the crypts for you if you can get him up to 80 or so. Personally, I just bypass them (less chance of incurring Blood Price if something goes wrong) and pick the lock on the crypts. Once you are into the crypts, you'll need to unlock the door at the other end. Everyone on the other side of that that door is hostile and will attack if they detect you. My suspicion is that these are the guardians the Gray Fox talked about, but I have not tested it and have just relied on stealth to get me through their area.
The rest of the dungeon is divided into four areas. In the first two areas you'll have a very good chance of running into Moth Priests in the hallways and living areas. Since they are blind, they can't see you, which means you can probably get away with carrying a torch. But they can hear you. If your Sneak isn't up to snuff, go barefoot and just stand still on the side of a corridor if you see priests headed your way. Once they pass and are out of detection range, you can keep moving.
The third area is filled with traps and has a few wandering critters. There are also several chests in the area where you might be able to pick up a hundred or two golds, again depending on your level. Watch out for trip wires, pressure plates and spikes on the floor.
The fourth area only has a couple of creatures. You'll find a Blind Moth Prelate near Savilla's Stone and there may be a leveled undead of some sort down the passageway that runs off to the left from the central area. The Prelate is no great shakes if your Sneak skill is up to the challenge. The thing that you can't sneak past is the Dark Welkynd Stone in the middle of the area. You can, however, dodge its little ice bolts or hide behind something and move while it's recharging (takes about 5 seconds, real time). Savilla's Stone will be on the altar on the right side of the raised area. Just snag it and then either move back to cover or move out of the area protected by the Welkynd Stone. There is a passageway that runs off to the right from the central area. Unless you feel like sneaking back out the way you came in, it will lead you to a ladder that will put you out behind the monk's quarters. Next to the ladder is a chest containing a few golds and a document called "Instructions: The Gray Cowl". This is your Gray Fox trivia for this mission. There is also a pallet here if you need to rest, although it's not recommended if you left the Prelate alive.
If your Sneak skill is up to the challenge, you can have a little fun with the Prelate. Just sneak up behind him so that he's between you and the Welkynd Stone. He'll take the damage intended for you and never know what's going on. Of course he can heal himself faster than the stone can damage him, but it's kind of fun if you're looking to be creative. As long as he doesn't detect you, he'll just stand there and take the damage.
Return to Cecia's house to deliver the stone. If you have the document in your inventory, you'll have a "Nocturnal's Cowl" topic with the Gray Fox where he'll elaborate on the information in the document. If not, you can just turn over Savilla's Stone, collect your reward and learn that the Gray Fox is planning something that requires getting into the Imperial Palace.
If you have the document and follow the "Noctural's Cowl" conversaton topic, here's what you'll learn:
All of this goes a long way toward explaining how the Gray Fox has been around for 300 years. The person hasn't, but the Cowl has. So what you must be dealing with is a string of wearers rather than a single wearer.