Okay, so I started the quest today for Dragonborn. I triggered the cultists, fought them, and killed them. The kicker was that I was on the wrong side of the law, and I needed to make a quick break for it. Well, I went to return to Solitude, and the bodies were gone. I selected the quest from the quest menu, and went to the location on my map that the waypoint indicated (slightly south of the Atronarch Stone.) There I found four cultists' bodies, but none of them had the letter on them. I also tried skipping ahead to Windhelm, but there was no boat to be found.

Has anyone else had this issue? If so, how can I remedy this?

Thank you in advance!

Edit: I forgot to mention, I am playing Skyrim on my Xbox360.