Brand-Shei is a Dunmer in Riften, in the first thieves guild quest you have to frame him and he goes to jail, but he gave me a really interesting quest to find out about his past, now he's in jail...does he ever get out, can I still do the quest?

Go to the jail, not sure if you can talk to him from the outside if not either kill or steal the key from a guard and just go in and talk to him.

I went to the jail and he isn't in there....cannot find him in Riften either