I've done everything. I get to the part where you need to take the note off of the altar, the one that tells you too rent the attic room and what not. So I pick up the note, knowing full well it will say "Failed to retrieve the horn" and send me on my way. Only, it doesn't. I read the note, take it, and the indicator arrow just continues to float above the altar. Stopping the quest in its tracks. I tried loading saves, didn't work. Then I tried turning around, going off and doing other quests, you know, killing time. Came back, same problem. So, Console commands was my last option. I do the command to finish the quest, only, nothing else starts up, it just stops the main quest. So I decide to just use the command to force the arrow to delphine. So I finally get to the blonde vixen, the indicator floating above her head like my shining savior, and I find myself stuck again. There is not attic room option. Please help! I've no idea what to do, and I would like to partake in the scene where delphine comes out of the closet about being part of the blades (First playthrough on PC), and then with the rest of the main storyline.

Once you started using console commands, attempting to salvage this particular savegame is probably not possible. The best option is to load a save from before receiving this quest and try playing through it again. You should, of course, remove any mods you have installed to verify that they are not causing issues with this quest.