For some reason, Sabjorn can escape his jail cell and head towards Honningbrew Meadery during the Battle for Whiterun. I've observed this on more than one occasion. This time it was while sided with the Imperial Legion. Obviously this only happens if you have completed the Thieves Guild quest Dampened Spirits.
He seems to linger outside of his cell after returning for some period of time afterward. A cell reset must have eventually fixed it, but he shouldn't be leaving in the first place.
Screenshot:
https://postimg.cc/6yY99hyH