Use a fire spell in one hand and you ax in the other go for the falmer first charge him with the fire and hit he with the ax after he is dead heal your self as fast as you can save then go for his pet hope this helps.
They do attack the major cities and they can be a pain in the ass as soon as you start fighting them in one part of the city they fly to the other side.
I thank they should have done something like in oblivion with the sigil stones. where you could enchant weapons and armor but more bad ass than what you could get with a stander soul trap.