You go to Riften – talk to Brynjolf (he tells you of Esbern living in the Ratway – if he is at his stand) – it helps doing Brynjolf a favour (the ring thinggy – DO THAT).
I had some problems as well here – getting the location of Esbern, but it is logical.
After that (so you have helped Brynjolf DURING DAYTIME (not night-time) – the game tells you that, but you can miss it):
Meet Brynjolf again in the Ratway (they are running the bar down there) and talk to him again. Make sure he is there – if he is not there – wait till he shows up, in his nice thieves guild outfit.
He will tell you again – about the “old guy living in the sewers, paying good money for not mentioning him”.
THEN (!) go to Esbern.
So it works. Make sure before talking to Esbern that all hostile Elves are killed in the cell.
If the door does not open (it can take very long – that is the joke – so bring with you 2 minutes) – take an earlier save-game. It is very rare, that the engine skips something, but it can happen. But a cell-reload is always your friend. If something is not working - FIRST - do that. Trust me on that.
This part works... it is a lil hard to understand but it works. We have the same game.
TC
Ryan