Theres appears to be a problem with getting the last couple of quests. I have been doing the Grey Fox mission and have just gotten the bit of the Arrow of Extrication. I completed that mission and now I can't seem to get the next one. No matter how many times I wait in the imperial city it just doesn't come up. Is there a console code or something to start that quest so that I can actually beat the thieves guild?

Make sure you have sold enough stolen goods, otherwise a messenger won't come. Also, sometimes waiting in cycles seems to help... like waiting six hours at a time.

Given the fact that I have fenced like $40,000 worth of stuff I'm pretty sure I have enough. Also I have tried waiting for one hour, a couple of hours, days and theres nothing coming. It worked almost instantly for the other ones.

The messenger won't come to some places. Try hanging out in the Imperial City for a couple days and see what happens.

I think they approached me in the Waterfront and in the Market district during the Grey Fox quests. I think another time was in the same area where the final fence lives.

They approach me in the waterfront pretty fast. Wait there. Just make sure to drink blood first if youre a vampire.