The Dark Brotherhood Sanctuary is located in an Abandoned House in Cheydinhal. You receive Dark Brotherhood quests here from Vicente Valtieri and Ocheeva as well as a miscellaneous quest from Teinaava. Other Sanctuary residents include Telaendril, M'raaj-Dar, Antoinetta Marie, and Gogron gro-Bolmog. M'raaj-Dar sells some spells with unusual magicka costs and some unique items; for some reason, he is quite unfriendly towards most people. Talaendril is the archer of the Sanctuary and Gogron gro-Bolmog is its warrior.