I had this a similar issue and used it as an excuse to learn more about how Skyrim is put together.
The issue has to do with the fact that the Thieves guild radiant questline is a complicated mixture of quests (eg: TGRSL) depending on other quests (eg: TGRShell) and all kinds of inconsistent weirdness between them such that, if you use console commands, you can cause the whole thing to be in an invalid state. It does seemsseem like it would be possible to fix this problem, but I doubt Bethesda's priority is to make console commands safer. Fortunately, you can correct the invalid state in TGRShell.
Long story short, this isthese are the console commands (~) you can use to fix it (fixed it for me at least),. TGRSL is the quest ID for Vex's heist job. This is what I advanced. If this isn't what you advanced, replace the "TGRSL" in the first command with the quest ID you advanced:
SetPapyrusQuestVar TGRShell pTGRSLRun 0
SetPapyrusQuestVar TGRShell pTGRVexRunning 0
You can verify that these variables were changed with this command
ShowQuestVars TGRShell
(Use PGUP/PGDOWN to scroll).
Now Vex should offer quests again. HopeI hope this helps someone.