So I got all four journals and went to turn them in to Vekel. The quest completes and he says he will reward me, but I don't receive any items. And for some reason, my weight increases by four. And I still have the journals. The heck is this crap? So now I have to carry four pounds of non-existent weight around for 6 months before Bethesda gets around to patching this?

Damn. Bethesda, I love your game and I want to play it, but please... fix your junk. We're waiting.

Yeah...does this happen for everyone? Same thing happened to me, I just left the quest in my journal until someone (bethesda hopefully, but more likely a mod) fixes it.

Picked the up yesterday, another quest send me to the dungeon, looted them out of habit - do you know if this work already or if I better reload?

The weight increased by four because the journals are no longer classified as quest items, and are hence no longer weightless.

I'd rather keep the books about Necrophilia than turn them in for some useless gold.

It worked ok for me. I picked up the journals and my quest journal updated telling me to bring them to Vekel, even though I hadn't started that quest and hadn't even met him. Still, I brought them to him and he took them and paid me - I didn't experience the bug the OP is talking about.

Had no save game before the dungeon anymore, just I just kept on playing, we′ll see what happens

This ^ Also, there is no levelled reward, you're doiing this to make a good impression on people of the Thieves Guild, that is all.

This. He never removes the items, which are four of many quest items which stay in your inventory after quest completion. While the quest is ongoing they shown weight is wrong, they are actually weightless. Once you "complete" the quest you get the weight back and the books stay put. As for the reward: are you actually doing this because he asked you to, or because you found the books anyway? In the latter case i don't think that you get anything.

It's a badly-written quest regardless of character motivations. I found those journals in the cave with no prior knowledge of any of it. I wasn't even in the guild yet. Why would I know to take them to Vekel? The quest doesn't make any sense if you don't get it from him in the first place. It should have been written as one of the possible ways to discover the guild.

I also don't see why he wouldn't pay you. Everybody in the thieves guild is all about money. It's all most of them talk about besides the reputation of the guild. He has no reason to expect you to hand over the journals without being paid, especially if you've never met him before.

I've done both ways, having been asked to retrieve them and by just finding them. Either way, they add the weight, but do not remove them even though you been asked to bring them back and also, either way gives you no reward. It even lists it in the Wiki as no reward quest.