They were debated over, but it states that the scholars knew better. I’m sure they can smell imperial propaganda when they see it.
And sure they would have reason to want to protect them, it’s their sacred duty, their whole purpose of being, even without that prophesy. A prophesy which to me wouldn’t make as much sense if it was just the last hereditary line of Dragonborn since you can simply continue a line through offspring.
But would make sense to those that know a Dragonborn ain’t always picked that way.
Course they could’ve also just thought the dB would be assassinsted or something.
And it wouldn’t be meaningless for the purpose of the prophesy or to the blades as far as there being relatives in High Rock or wherever.
Anyway, it’s not that important why he was in despair but I don’t think he’d be trying to warn people and say “you should’ve acted” and all that if he thought they were doomed from the get go since Martin is dead. At that point why bother, you’re already fucked. What else is there to do?
Someone like Esbern I’m sure would be aware of the possibility of other Dragonborn. The prophesy stating there’d be one in this point in time would at least open him to that possibility. He may have been searching for one while the Thalmor were after him as he was studying dragon lore.