Having a problem with the Trinity Restored quest. Meet Nat at nightinggale entrance and follow in to become a nightinggale ... but after donning the armor and getting ready to go in ... she walks in the other direction never to return ... anyone else having this issue?

Who is "Nat?" Do you mean Karliah?

I didn't observe any problems with this quest on my playthrough, but you may find some help http://uesp.net/wiki/Skyrim:Trinity_Restored.