I must have played Skyrim a hundred times or so, and it never really occurred to me until now how dumb the design is.
The city has two castles, and the High King of Skyrim sits in the Blue Palace which is on this unstable rock arch. Honestly that's where religion should set up, since they have faith the arch will not fall. Like some church that all the other churches answer to. You kind of do have the Church of the ~~Nine~~ Eight attached to Castle Dour.
Then Castle Dour (the red one) is the seat of the Imperial Legion, but by the time of Skyrim (the game), half of Skyrim (the province) rejects the Legion. Solitude favours the Legion, but only because they usurped the throne. Jarl Ulfric, piece of shit that he is, did defeat the previous High King in traditional combat. They only said Shouting was unfair, they never said it was against the rules. So the previous High King's wife, Elisif, sits the throne, but Ulfric won it fair and square. Had the citizens of Solitude accepted that, Castle Dour would be shuttered and the Legion would be exiled, imprisoned, perhaps even executed.
So, assuming the leadership of Skyrim has broken faith with the Empire before (maybe not?), it seems like Castle Dour is the more secure castle.
For this reason, Markarth, Windhelm, and to a lesser extent Whiterun all make more sense as they are a bit more defensible. My favourite was Riften, for other reasons. But even in a war, it's a soft target. It doesn't really control or gate the Rift, it's in the back corner of it. That one fort you come across coming from Whiterun toward Riften, but a little to the north, and the fort to the north of Riften, would be how I'd primarily protect the Rift, depending who I was protecting it from.
That said, I do appreciate art that expands on the cities as we saw them in game.



