I had finished the "Diplomatic Immunity" quest where you have to infiltrate the thalmor embassy, etc. At the end, when you talk to Delphine about your findings, she is supposed to start you immediately on your next quest, "A Cornered Rat". I'm not sure how it happened, but I think I tabbed out of the conversation, so I didn't get the quest. When I try to talk to her again, she doesn't give me the chat option to get the quest. Any help? I tried the "SetStage" console command, but it didn't work (maybe I did it wrong?). Thanks in advance, and happy new year.

Im on PS3 same problem, I am screwed