I completed two quest, for one guy from this guild, when guild leader say :

Do you wanna join us:
- Yes
- I doubt, but, Yes
- bla bla bla, Yes

I chose one of this. I thought that I kill someone and and I will be thrown out of the guild. But they are immortal. (too many immortals in Skyrim )
So, any idea, cheats, codes,... for this ?

I just kill one of thieves, but rest all, still sit with pokerface, and say "this not good bro"

When he asks, just hit TAB if you're on PC, or hit whatever button is its equivalent on the consoles. Automatically dumps you out of every possible conversation I've ran into.

Try sleeping with the bosses wife - that's usually a good way to get out of anything...
And if that doen't work - kill em all till you are boss, then fire yourself.

in this i one only who can die, my partner is immortal too
Are there any console commands for killing enemies

This. It works for every conversation in the game. Don't like any of the options? Hit TAB and walk away.