"Say once" doesn't work with quests that are not start game enabled. The game will reset it on load. I usually work around that by putting a long repeat timer on it and setting conditions based on quest stages. It IS better not to use start game enabled if you can avoid it, but that's one drawback.
I'm not sure what you are doing as far as implementing or testing the copied character. It should be extremely simple. You drag-and-drop Malborn into Sky Haven Temple, set him as "initially disabled," set the original Malborn Ref as the enable parent, and check "opposite of parent." It might work best to make a duplicate of Malborn's base actor for this purpose, so you can give him his own AI packages and not trip over any vanilla mechanics.
It's possible this copy would only become enabled at the moment when the original actor is disabled by the original quest, so you would need to test with a save where that hadn't happened yet.
It's possible Malborn is not disabled when he "leaves the country" and that instead he is moved to a holding cell somewhere. I have not looked into it. If that's the case then the simple enable trick won't work. You could still work with a copy of the NPC instead of trying to move the original around, but you'd have to come up with some other way to enable him.
This is kind of a tangent, but: Malborn in the vanilla game is a really weak character who can very easily get killed by random enemies when he's running around during quests. If you have big plans for him, it might be good to set him as protected.