It's slightly ridiculous to think they can track murders when they live in caves and ruins.
It's slightly ridiculous to think that the brotherhood doesn't have a network of contacts like the lore tells you. They don't just hang around in caves and ruins all day. According to in game books, the Dark Brotherhood has many sanctuaries throughout Tamriel, and they have connections all the way up to some of the rulers of Tamriel's main cities. They practically had the count of Cheydinhal in their back pockets. Some of the members even have additional tasks outside of assassination, such as spying and scouting. One of Oblivion's Dark Brotherhood members had that very task, which is why you would see that member traveling from city to city, dressed as a normal citizen.
Don't underestimate the scope of Sithis' far-reaching influence. The Thieves' Guild is not the only massive guild with a complex underground information network.