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She's ****ing hilarious. I'll feel bad if she betrays me like every other bad guy in a sticky situation. So much so that I'm just going to go ahead and tell everyone how to get to her.
You can find her in an area called Blind Cliff Bastion. The catch is that you have to navigate through some other areas in order to get there. Start at Sky Haven Temple (which is east of Markarth) and go north, north-east a little bit. You should see a mountain symbol on your mini-map. It's a place called Blind Cliff Cave. Navigate through the cave until you get to a door that takes you back outside. Climb up the tower until you reach another door and a gate you can't get past. She should be directly in front of you once you open the next set of doors inside.