Remember, leveling multiple combat skills + sneak can progress your levels quickly. The game progression shouldn't be that difficult, least not in my experience. You shouldn't be any higher than level 25 with 30/40 ( combat skill) and 50/60 sneak. It would be best to train your choice of combat to 40, and sneak to 60 for that stealthy approach. Proceed to switch your Game Difficulty to Legendary and start 'shanking' away! I do not think you would want to be level 50 with 80 in the mentioned skills (doesn't include destruction) while wearing Imperial or Stormcloak gears and wielding Iron or Steel weapons.that would just be insane. Remember, some instances of the game are 'leveled' and grow in power along with you. You can train your One-Handed, Two-Handed, Archery, Destruction, and most importantly, Sneak abilities here for as long as you like! Neither NPC will die when their health drops to 0, but I do advise you to be very careful about how high you level up.

It doesn't matter who you escape with, as they will NEVER die as long as you DO NOT ESCAPE Helgen.

Skyrim broken helm hollow