I get the quest from Vilkas and when we head to Ysgramor. Once we arrive there he heads back to Jorrvaskr. I go back and he gives me the same quest again and the cycle continues.
I asked Vilkas for work once we arrived at Ysgramor and he gave me another quest.
The quest appears as complete but isn't.
Perhaps I should see if the witches have been reserected. If so reclaim their heads and start over. Possible as I've had a number of quests reserect themselves after the DLC's are installed. Some quests have never surfaced, or are unable to start.

There's some serious issues with the Purity quest, for help with them, read this:

http://www.uesp.net/wiki/Skyrim:Purity

Ok, will do, thanks!