We could head to Chorrol, though I am wondering where you would intend to have the pack run into Fendros' siblings. Cheydinhal is far out of the way of any direct route. The fastest way to get into Cyrodiil would be to take a ship to the Imperial City. From there, it is about an equal distance to anywhere in the province. Even along a land route, though, they wouldn't really be passing through Cheydinhal. Would you want to have them encounter his siblings someplace else?