Hm, yeah, I believe that's one of the more annoying bugs in the game. I don't think there's any guarunteed method to fix it, so your only option may be to reload a previous save. Since your only save is so far back, you might be better off just ignoring this quest on your current character. I've highlighted some fixes above. If your issue is Delphine simply not giving you the quest at all at the end of Diplomatic Immunity, you're probably out of luck. Otherwise, there are some quest bugs that are fixable if you're having dialogue issues with Brynjolf.Make sure your game is the most updated version (release notes), I know v1.04 had fixes related to this quest. However, these patches usually only prevent this from happening in future games; if your current one is already bugged, it probably won't fix the issue alone.