Upon returning to Weynon Priory with Martin, you'll discover the priory is under attack by Mythic Dawn agents. This is a direct consequence of your actions and the Amulet of Kings. The priory will be ablaze, and several Blades will be fighting for their lives. Your immediate goal is to protect Martin and eliminate the Mythic Dawn assassins. Jauffre will be engaged in combat, and you must assist him. The Mythic Dawn agents are typically well-equipped and can be challenging opponents, especially if you are still early in your character's progression.
After dispatching the attackers, you'll find that the Amulet of Kings has been stolen. This is a sificant setback. Jauffre will instruct you to take Martin to Cloud Ruler Temple, the ancient fortress of the Blades, located in the Jerall Mountains north of Bruma. This location offers greater security for Martin. Before leaving, ensure you loot any fallen Mythic Dawn agents for valuable equipment and information. The theft of the Amulet marks a turning point in the main quest, shifting your focus to recovering it and protecting the last Septim heir.