I recently obtained the Dead Thrall spell and have determined that the best choice for my Thrall, barring killing one of the unique people that can't actually be killed..., is probably the Dremora Markynaz. Being that their max level is just under the max 40 for the spell. I'm having a bit of trouble locating where any might SPAWN however. Does anyone know where they might be?
The Dremora Markynaz is a Level 36 Dremora.
Now, due to the Respawning mechanics, it is likely that the few areas that do contain Dremora are fixed to levels that are way below the required level for a Dremora Markynaz to spawn (both are available rather early -- Labyrinthian - and by extension the Maze - is often an early target, and the Shrine belongs to a 20+ daedric quest).
That said ...
On PC, you can use Console commands to spawn Markynaz via
placeatme <ID>. Replace
<ID> by the respective ID from the Dremora list, and there you go.
There might also be a way to reset the level of a location via a command (
resetinterior <cellid> looks promising but I can't verify that at this point).