I looked on UESP also to see if it was in the notes section and if there was a fix. I think somewhere it did say that there was a bug that when you talked to a courier he would just say nope, sorry, nothing. There was no fix and that was all it said. I'm going to try going to the sanctuary anyways to see if maybe I can get something to happen, but I doubt that I'll be able to get in since astrid has not yet contacted me.
The thing is you don't need the note to progress to the next quest. You just need to sleep and the quest activates in a manner you cannot miss.
Try sleeping in a bed at one of your homes. If that doesn't work, rent a room at an inn and sleep on that bed.