I'mma make up some Head Canon/Fanon now okie day?
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Tales of Khajiit travelling and living outside their warm sands and lush jungles of Elsweyr are not uncommon, more especially when concerning the roaming communes of Baandari Trade Caravans that journey across the reaches of Tamriel. However much less common are the tales of the reclusive Tribes of Khajiit local to the frigid passes and peaks of the Jerall Mountains, in the regions of South Skyrim and Northern Cyrodiil. Not many have actually seen or been to these Hamlets due to the hard terrain one must traverse, and those who know of the tales simply throw them aside, for why would Khajiit make a living anywhere well outside their ancestral environments?
Some hypothesis suggest an errant Trade Caravan traveling through to Skyrim, only to be never seen from again, perhaps having stopped and taken up permanent refuge in the Mountain passes, either by choice, or no choice. Others simply say some Khajiit already existed there to begin with, considering the more common sightings of "wild" Sabertooth Senche that roam the regions. Perhaps those are really a more numerous Cousin of other Cat Folk that live in the area, of which have chosen to live in obscurity.
If these Khajiiti Tribes would truly exist, they would be acclimated to the near constant Winter Weather, donning dense white coats to insulate against the cold, and camouflage to blend in their environment. Breeding Ice Wolves as trusted Mounts, Livestock Herders and Hunting companions.
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