I encountered this message twice in game so far on rather unusual places:
-When I was crossing the bridge leading from the island near the demon door Heroes' Guild. You get the option to accept or decline. I remember there was a guard nearby. When I accept nothing happens, and to my surprise when I accepted and crossed the bridge again, the same question followed (every time).
-I just encountered another message in The Barrow Fields, when I got closer to a man sleeping near the blue mushroom vendor. I didn't get another message of the same type the next time I got closer to that man.
Hmm. I recall seeing that in quite a number of towns when you interact with the guards. Usually, when they ask for 1000 gold, they're looking for a bribe, I think. Whether they go to some other place to take a break or something else, that, I'm not so sure. I probably guess that this is one way to avoid getting the guards to come after you when you commit a crime in that town.
''They say truth is the first casualty of war. But who defines what's true? Truth is just a matter of perspective. The duty of every soldier is to protect the innocent, and sometimes that means preserving the lie of good and evil, that war isn't just natural selection played out on a grand scale. The only truth I found is that the world we live in is a giant tinderbox. All it takes...is someone to light the match" - Captain Price
Guard breaks are bribes. They ask you for 1,000 dollars and, essentially, turn their backs on you, leaving you free to go and steal everything in sight (fo a limited time of course).