Those two guys are Zalun and Nadyashana, as you have surely found it out yourself, Eporem. And according to the Letter from Lyranth, they could be somehow connected to the Order of the Waking Flame. They could either be it's cultists, or victims, or refugees - whatever. We just have to wait and see. There were also three types of coins attached to such letters (see below) with the obverse side depicting the sun equal to all of the coins, but a different picture on their reverse ones. It is a total speculation here, so my opinion means nothing here, but since we have already seen the very beginning of the Sixth House Cult in 2E 582, I expect that the Order of the Waking Flame could be a predecessor of the Mythic Dawn. So, I suppose we'll see the process either of it's foundation or the early development. I believe that the words of Tar-Meena the Keeper of the Mystic Archives at the Arcane University said in 3E 433 could be somehow connected to this Order and to the foundation of Mythic Dawn we might witness - "The supposed leader of the Mythic Dawn cult. He wrote the infamous "Commentaries on the Mysterium Xarxes". The "Commentaries" are contemporary with Tiber Septim, over 400 years ago. So he is unlikely to be still alive, although you never know.".
Regarding the markings: it's the legendary level award found in the Frost Atronach Crates, the Deadlands Brand - "Do you revel in cataclysmic forces? Is vindication best reflected in ruining all who thwart you? Perhaps you revere the destructive Daedric Prince Mehrunes Dagon. Whatever the case, this ruddy-hued skin reflects your true nature". The picture is also below. Perhaps, those markings represent those clysmic forces since Dagon is known as the Prince of Destruction, Prince of Disaster and the Father of Cataclysm.
After posting this I realized that since they stood at the Event Exchange Pavilions that they were likely connected to the new event or lore that comes, so very nice to know what has been posted of them. I think to see, for my own curiosity, if a Khajiit and Redguard bearing these symbols are at all the Pavillions, or if some have different races.