Saadia

Contrary to what some people say, we don't actually know. There isn't conclusive evidence. You have to use your intuition.

>but redguards are after her, not thalmor agents. They wouldn't work for the Thalmor
Yes, they would. For the same reason there are turncoats in every single war in human history. There will always be people who can be bribed to change sides. Threatened to change sides. Lied to. Have a personal reason to change sides, etc. The agents sent to get her being redguards is not conclusive evidence that she's lying.

>but she pulls a knife on you, she's violent, while Kematu tries to talk
Kematu only talks after you corner him and have already killed half his men. Everyone in the cave does in fact try to kill you, and it's only after you've killed like a dozen of the mercenaries that he finally says hold on, let's talk. And he's literally cornered at the end of the cave. And of course she is defensive, she thinks people are after her. Someone running from Thalmor agents would naturally be super defensive like that, it's not conclusive evidence that she's guilty.

>but they take her alive, which implies his story about a trial and seeking justice is true
No, it's not neccesarily true. We know the Thalmor like to torture people, and taking her back alive could just as easily be a way to publicly execute her as a message to other dissidents or to torture her since she was a rebel leader, etc. This is not conclusive evidence.

>but the redguards won, and the Thalmor withdrew from Hammerfell, so her story makes no sense
The Thalmor still have reason to try to murder dissident leaders. They would still try to kill the leaders of the rebellion, even if they officially withdrew from the region. Assassins and such could be sent to kill her because they hate her. She's running from assassins, and thus had to flee Hammerfell.

>but if the Thalmor are the ones who sent them, that makes no sense because the Thalmor can act freely in Skyrim and wouldn't need to use an intermediary
The Thalmor are still openly opposed in large swathes of Skyrim. Sending a Thalmor agent to get her would only be advanteagous in the Empire controlled half of the region. It would be a hindrance in the entire half of the region under Stormcloak control. And since they don't know where she is hiding, they accounted for the possibility that she's hiding in a Stormcloak controlled region by sending a non-Thalmor agent. And, if it happens to be their recently acquired turncoat Redguard agents, all the better to make their cover story more convincing. Some Redguards looking for one of their own. This is a possibility, and one that prevents this from being conclusive evidence as well.

So, because we don't actually know for sure, and we don't have conclusive evidence to decide based on facts, we must look elsewhere to guide our decision. The facts themselves don't tell us what to do, so perhaps something else will. Two things:

One, is the character of the Redguards. They only talk after the immediate threat of death. They were willing to forcibly kidnap a random woman just because she is a redguard, and it wasn't until one of the thankfully, lucckily, notices that the random woman they were going to kidmap lacked a scar that Saadia has. If they were going to violently kidnap a random woman without even checking such an easy identifier as a facial scar, then they are not professionals.

Second, is logic matrix applied to the principals of Justice. There are two possible actions we take: side with Saadia, or side against Saadia. In addition to this fork in the road, we have two possible realities about Saadia's innocence: she either is innocent, or she is not innocent. So let's explore each possibility.
If we assume Saadia is innocent, and she is innocent, then all is well. We have made the correct guess, and justice is served.
if we assume Saadia is guilty, and she is guilty, then all is well. We have made the correct guess, and justice is served.
If we assume Saadia is innocent, and she is actually guilty, then we have erred. We have let a guilty person go free. Justice is not served. Her past crimes will remain unpunished.
However, the worst possible scenario, is that we assume she is guilty, but she is innocent. This is a travesty of justice. If we send an innocent woman to the Thalmor, and condemn her to a fate possibly worse than death, because we are simply wrong about her guilt, then we have committed an sin far greater than accidentally letting a guilty person go. A guilty person's sins going unpunished is unfortunate, but condemning an innocent person is creating new sins. We have interfered and brought more suffering into the world. At least the guilty person who goes free might not bring further evil into the world. Us being wrong and condemning the innocent person *definitely* brigns further suffering into the world, without question.
So based on this logic matrix, we have to conclude that the "safest" course of action is to treat Saadia as if she is innocent, and accept the risk that she is guilty, because the alternative is unacceptable. Saying she's innocent and being wrong is unfortunate, but saying she's guilty and being wrong is ethically unacceptable.


--------part 2----------

You can encounter two of the redguard mercenaries accosting a woman on the road as a random encounter. They are about to kidnap a random woman just because she's a redguard. They said they were looking for a redguard woman, and were literally about to forcibly kidnap the first redguard woman they saw on the street, until one of them noticed she lacked an identifying facial scar that the actual person they were after has.

Do you realize how absurd this is? Imagine you were looking for, say, an asian male, so you literally walk up to the first asian male you see and tell them to come with you, and if they say "who are you and what are you talking about", you immediately respond with violence. What the heck kind of "mercenaries" are these? Honestly, one of the most damning pieces of evidence in the Kematu vs Saadia debate doesn't even come from Kematu or Saadia, it's the fact that the supposed Alki'r warriors are this incompetent. They do not strike me as legitimate bounty hunters, and certainly not any sort of agent of the Alki'r government. They seem more like thugs, which lends towards Saadia's story. The Thalmor hired out whatever Redguards would take the job, and they happened to be these idiots.

Someone who is actually from Hammerfell and wanted to find the notorious traitor, would not make such an error. Everyone who truly hates Saadia for being a betrayer would know exactly what she looks like, and they would be looking for her like a hawk. But, some thug hired secondhand to go kill someone would be going off a vague description, and would maybe forget Saadia has a facial scar. If she were actually guilty, then the Alik'r would be seeking vengeance on her specifically and would know perfectly what she looks like.

Of course, this is not definitive evidence, we still don't know who is actually guilty. But this is just one of those things that makes you start questioning, and this seems to cast some doubt on the Alik'r story.