From Morgiah of Wayrest you learn that the letter you're after ended up in the hands of Queen Aubk-i, Gothryd's wife. Since the letter was addressed to Mynisera, she's the right person to ask about it. Instead of inquiring with Mynisera, one should start with someone of lower station.
The right person to approach is Cyndassa, the servant of Mynisera's. In exchange for the information she wants a petty service performed for her - a werewolf slain. When you return with a victory, she confesses to you:
It's dead then, is it? Poor thing. He used to be my brother. If you ask me, he died long ago, when he first got bit. He hated himself when he became that beast. I wish there'd been another way to help him.
I promised I'd tell you about that letter yer lookin for, didn't I now? Of course, I remember that letter, Qwerty. It's not every day that you gets a letter from the Emperor himself, especially seein' as the King ain't too fond of him. 'Fact, that's the only letter I ever seen from him. I give it to her majesty, and she's all excited and she rip it open and says "this isn't for me, this is addressed to Mynisera." Then... boom! Her jaw fall open and her eyes get real wide. She say she'll make sure the Queen Mother gets it and that I don't have to worry myself none about it.
"Her majesty" in this case stands for the Queen of Daggerfall - Aubk-i. Now we know for sure that she got the letter that was meant for Mynisera's eyes. Gotta run to Mynisera, tell her!
Here's what Mynisera tells you...
Good. I have long had my suspicions about Aubk-i's loyalty to the emperor. She is a daughter of the late King Cameron, who ruled Hammerfell from his citadel in Sentinel.
My husband King Lysandus, Kynareth rest his soul, died at Cryngaine, as did King Cameron. Lysandus' body was not recovered, so he has a monument erected there rather than a true tomb. Ah...my mind wanders.
The emperor uses (courier) as his messenger in Daggerfall. He/she could be anywhere in the region delivering missives. However, (courier) is a member of the Knights of the Dragon. Go to (Knights of the Dragon branch office) in (location) and ask for (Knights of the Dragon representative). He/she may know where to find (courier). Try to find out why a letter addressed to me was delivered to Aubk-i.
After a fun cross-country chase, you confront the messenger... And finally learn the truth.
Ho! You should be warned that I am a Knight of the Dragon in the service of the Emperor himself. If this is some ruse to ambush me, you will surely not live to regret it.
Hmmm. Yes, I am (courier). This signet ring proves that you are indeed in the service of Mynisera. Some time ago I delivered a letter from the Emperor addressed to the Queen of Daggerfall. If I am not mistaken, Aubk-i is Queen of Daggerfall, not Mynisera. Tell Mynisera that I take my duties quite seriously. I would never knowingly deliver a missive to the wrong party. Queen Aubk-i gave me this (jewel) in gratitude. Show it to Mynisera so that she may know I am a loyal servant and faithful to my Order.
As you sort of knew already, the messenger is the classic case of an obedient fool, the kind who carries tasks out literally, never considering the consequences.
If you go to Aubk-i and tell her about the whole situation, she will play innocent:
The letter from the Emperor? Actually Qwerty this is rather embarrassing. The letter was stolen from me the same day I received it. I never did read it. I have been hoping that the letter would turn up, or the the Emperor would send another letter. If you find the letter, I would be most grateful if you would let me personally deliver it to Mynisera.
Yeah, right. Never did read it.
However, there's a seed of truth in all this... The letter was indeed stolen.
Next: Who stole the letter?
