I have to admit the thieves guild is kind of annoying. For me to become guild master I have to do 5 jobs + special guest in each city. I finished Whiterun and Windhelm and let those two assholes keep sending me back to those two cities. Plus, I have to pull jobs in Rifton which doesn't amount to shit because the thieves guild already has the backing of Mavin Black Briar.
Remove every gem from your inventory and store them (ruby, sapphire, diamond, etc etc) and cancel the quest. Go to Vex or Delvin and they have an option to drop that quest and give you some bullshit speech. Then you can select another quest and hope it's in the city you want.
If you have gemstones in your inventory though, every time you drop a quest they take one. Assholes.