In the beginning of the game there were two Alik'r soldiers in Whiterun inquiring about a redguard woman (who is Saadia in the Bannered Mane), but I didn't pursue the mission. Today, after many days of playing a exploring, I wanted to play that mission but the soldiers were gone from Whiterun.
However, I traced them to Rorikstead where there were interrogating another redguard woman who wasn't the one they were looking for. I walked up to them and they still stated that they were still "looking for a redguard woman". I rushed to the Bannered Mane to start the mission but Saadia doesn't wish to interact apart from answering "What's on the menu"?
How do I suppose may I start this mission, did I miss something?