is there a specific difficult scenario with the leveling problem in Oblivion?

I've read a few threads and wiki articles about the leveling problem in Oblivion. Found lots of good info at the UESP wiki. I thought I read about a specific quest where this issue makes it particularly hard, where you have an NPC helper and the leveled monster might be too hard for him. I haven't had much trouble so far.

I'm a lvl 20 Battlemage and have focused on Str and End, and supplement with potions and summoned critters. My next main quest is the Miscarcand where I've read there is a tough lich. I just found a mace with fire damage which has made undead encounters much easier. But I've recently 'wasted' a couple levels leveling up Alteration so I can get to 75 to get unlock Hard locks.

The only "leveling problem" with Oblivion is if your chosen class focusses solely on "soft skills" that are nigh useless in combat, such as Security, Speechcraft, Mercantile, etc. and has no damage dealing primary skills. If so, then you can easily end up leveling up using lockpicks, conversations, and haggling, while your combat skills stay low. Since the game adjusts the levels of your enemies according to your level (which does not necessarily reflect your strength in combat) you may end up to weak to beat them.

However, since you can adjust the difficulty settings anytime this is not really that much of a problem. Also, you can even use this mechanic to your advantage by raising only non-primary combat skills. Hence, your level (and the level of your enemies) will stay low while your strength in combat rises. This will make the game even more easy.

Having said that, I of course suggest to stop worrying about such issues and to use the "play as you like" leveling system to maximize your fun, not your stats. To this end, any moderately balanced character will do quite fine.

There are certain escort NPCs that are both non-essential, and non-scaling. I think the one you may be rembering is Mazoga the Orc. Because she is not marked essential, an encounter against high-level black bow bandits is likely to end in her death, while if her quest is done at a low level, her steel armor is good enough to protect her.

Likewise, in the Battle for Bruma, the guards sent by the various cities are a static strength, while the Daedra summoned forth are based on your level. If you try to complete this quest at a very high level, it's likely that the guards will simply be slaughtered, making it much harder to keep Jauffre, Martin, or the other Cloudruler Temple Guard who's name escapes me, (who lose their essential flag for this battle) alive.