Just some things I've noticed about Daud, and my opinions on him. I really don't know what this is going to be.
-I find it very interesting that as long as you reach Daud's office unnoticed and don't let him or any of his sentries see or hear you, you can sneak up behind him and slit his throat just like any other assassination target. I just find that very unusual. He's this legendary assassin who'll hear you coming unless you're Blinking like you've got infinite Remedies, and then you get up behind him and he dies like any normal mortal.
-Why was Daud abducted as a boy? Moreso, was it the Outsider who did it? Probably not. An assassin who was prominent in the early 19th century and saw potential in him? Your garden-variety human trafficker? I have questions.
-Daud mentions multiple times that he was "[once] an optimistic young man." I wonder what that would have been like. A nineteen-year-old Daud apprenticing for a silversmith or something. We only ever see the icy, guarded side he puts up to just about everybody, and it just doesn't compute for me.
-In A Captain of Industry, Abigail Ames mentions that if Daud had been hired to protect the Empress, "[they'd] be living in a very different world." That'd be an interesting prospect. Jessamine would have been impregnable to just about any assassin, she's got the loyalty of the best of the best. Then again, would Daud have even been Marked if he had been chosen as Corvo had? He would have simply lived a normal, if pampered life similar to the one Corvo apparently enjoyed before the events of the first game. Maybe Corvo would have been the assassin.
Actually, probably not.
Maybe Daud wasn't hired by Burrows, but by someone else, maybe a Morlish family looking to make a power play. Corvo falls under his blade, but he bought the Empress enough time to escape and warn the guards. Daud's put to his knees with three music-making Overseers surrounding him--and offered a plea deal. The authorities are impressed with Daud's combat prowess, and offer to make a trade. Go to jail, face a trial and probable execution, or fill the slot that he just cut Corvo out of. It's not an ideal situation, but Daud is obviously legendary and the Empress can't just not have a bodyguard. Daud and the Empress grow close, with Daud letting down his shields and even apologizing to Jessamine for his assassination attempt. The general asks her if she'd like to send out applications for a new Royal Protector, and she says no, Daud's actually working out wonderfully. Emily comes to see Daud as a surrogate father. Corvo is never forgotten, of course, especially not by Daud, but his memory is put up on a shelf for all to admire and mourn. Jessamine lives to be eighty-eight, and the Kaldwin lineage perseveres for centuries to come.
I'm very aware that the latter situation is extremely unlikely, but it's five in the morning and I let my mind wander. I don't know what else to say.