Yeah, hiring someone that eats dragons for a living, Thane of many holds, vanquisher of an undead ghost queen and wears bones of a dragon is quite a bad idea, Jaree. I'm surprised the guards don't arrest him due to there being little to no privacy in discussing it. "Don't mind us, we're merely discussing criminal stuff." That said, if it was the Imperial Guards from Oblivion, both the Dovahkiin and the Argonian would be met with the forbidden shout. "STOP. RIGHT. THERE. CRIMINAL. SCUM." Though bandits do have low iq so perhaps it was meant to be that way? I don't know. Jaree seems to believe that he can kill the one person that wiped out his gang, his entire gang's hideout, killed every single bandit for a mere 100 septims. Better hope that the killcams are on your side.
Regarding Delphine, She seems to be a character that was put in to give us a paranoid about thalmor narrative. They failed to do that. It's just a mixture of "Riiight, Thalmor." and "really? I am doing that because you think the Thalmor are behind dragons?" I mean, come on, Delphine. If the Thalmor had dragons, the civil war would be over in seconds, Skyrim would burn and the Great war would resume. Ulfric Stormcloak is a far better character and he does the Thalmor hating better. He loathes them and has experienced torture at their hands but he knows the legends and doesn't even consider that to be a possibility. Delphine? "I'm telling ya, it's the Thalmor." And Paarthurnax. Really? Really, Delphine? You want me to kill the only Dov that is helping me. The only dov that has maintained a constant watch at the Throat of the World for the return of Alduin and the one who taught the ancient nords how to use the Thu'um thus giving them a way to fight back? Really?
Hmm.... Blades or The friendly old mentor? I'll think i'll say no. For all their spiel about serving the Dragonborn, funny how that they refuse because of one thing. Esbern is an alright bloke and doesn't seem to be fuelled by Thalmr paranoia. Diplomatic Immunity-Alduin wall's is really just Delphine's power trip. Oh and Delphine? You know that you said that fighting is a bad idea. Well, yeaah. I kinda slaughtered the entire Embassy's guard force. No danger of the dossiers being lost there. Hmmm..... Two characters named Delphine in two different franchises and both are crap. I just realised that now(though I could be mistaking the HP:Cursed Child one for a similar name).
I think, with Hadvar, he can't disobey his superiors and I could see him being the type who doesn't object when he knows he doesn't have a chance. The Imperial captain and Tullius deciding it may have been something he knew not to protest. The accent, i've not really noticed before. He does seem to want to help the Dovahkiin when he could have ignored them. During Helgen, he flat out tells them to follow him and potentially cuts their bindings. I don't think he is the type to cover his hide. He could have easily done more to appease the Dovahkiin if that were the case imo.