So, I was just doing the forsworn conspiracy on my second play through and this time around as I entered the Temple of Talos to report my findings after grabbing Thonar's Journal and offing Nels the Nose I decided to sneak kill the three guards before they had a chance to see me. I got the Forsworn conspiracy quest finished and the Escape from Cihdna Mine quest wasn't triggered, from the looks of it I'm free and clear.

Did any one else try this or this a bug?

I just did that quest. I didn't even know there was an escape from the mine portion. When I came back to the temple the guards had killed the dude I was doing research for. They said that they were taking me to be in prison for life. I killed the three guards right there and the quest ended. I had to flee from markarth as other guards were attacking me.

When I did this quest there was a 4th guy there, the captain of the guard. He's apparently marked essential because I couldn't kill him. I used him as a training dummy until I got bored of that, and then just accepted my fate.

Try getting into jail and see if the quest triggers anyway.

Well I liked the prison quest.

you get the 4 pieces of the Armor of the Gods.

magically amped forsworn armor looks like a dream on my girl character.

i tryed that by attacking one of the guards in there then saying take me to jail, but once i mined ore it just cut me out, without the quest

Well, guess you missed out then. Easily my third or fourth favorite quest chain.