When arrested in the Shrine of Talos during “The Forsworn Conspiracy” do you lose your current attributes

If you plan on using Illusion, primarily, that's a once or twice per battle kind of magic. You're not spamming illusion spells nonstop in an effort to kill everyone. You disable the big threat and cause some chaos, then add in damage with your bow at range.

Being a stealth assassin type, you also shouldn't (theoretically) be taking a lot of damage. Your companion (which you should use) should be acting as a meat shield while you put some arrows in the target, and only really beefy opponents in really narrow passageways should be damaging you. Especially if you use illusion's calm/fear effects, your health should be pretty safe.

That being said, things never go fully according to plan, so health is still a good choice. As an archer, you need stamina to zoom and slow time, and you'd be surprised how quickly it runs out once you get those perks. I have built my archery/sneak/illusion assassin using a 2:1 ratio putting points into health:stamina, and never putting anything into magicka. At some point I would like to increase my magicka by about 50 points, because it seems a little low, but at level 30 so far this seems to be a good mix.

It's very hard to find, and the shrine doesn't have its own world marker, but it's there, east of Whiterun under a ledge: