well, add mods into it, there is one mod that let you do the ahnassi-quest as female.
though regionally known criminals let you pay your bounties everywhere,but that one operate with different bounties,helps if you doing something in balmora and you can then as thieves guild member in ald-ruhn get that cleared,without guards there chasing you,non thieves guild members can approach guards in ald-ruhn and get bounties paid.
having that mod in all my plays,and usually a member in thieves guild,it works wonderful, doing crimes everywhere,and you don′t get haunted by guards in different regions,and get all cleared everywhere by your buddy in thieves guild