It would be this way after completeing a Job Given by Delvin. Reloading also seemed to make Vex and Delvin return to their first dialogue about the jobs they offer (not when first meeting but when asked "I hear you have work to offer")
Also Im Guild Master. I did nothing different than my first playthrough. Although Delvin wouldnt allow me to say Markarth Job Completed, though, this seems normal.
If its any consolation I did have Markarth Available whilst doing Whiterun Reputation Quests. I returned Whiterun THAN accepted said quest THAN returned Markarth to Vex, which, in the process, unlocked its quest.
The rest are more annoyances. Occassionaly I'll run somewhere, not sprint. and my Follower's will disappear to an entrance