In the quest right after you get inducted into the Companions Guild 'Rescue Mission', I was told to travel to Valtheim Keep to rescue Belethor (the shopkeeper in Whiterun I believe). However, once I travel outside Whiterun towards Valtheim Keep the objective marker will continue to point me back towards Whiterun. I set my own objective marker and after getting to the keep and clearing out the bandits my objective 'Rescue Belethor' was complete and changed to 'Talk to Belethor'. However, Belethor is nowhere to be found around the Valtheim Keep area and the objective marker pointing to where he is is still pointing me to Whiterun.

I tried searching Whiterun but when I get back there the objective marker will continually point me forward from the front gate until I hit the wall around the town and still indicate that he is further ahead.
Without finding Belethor I can't continue the Companion's Guild quests at all.

Without the console commands found on PC there doesn't seem to be a way around this problem on 360...