This is on Xbox One.

I'm trying to do the Destroy the Dark Brotherhood quest, so I've killed Astrid and reported it to a guard and they mentioned Commander Maro at Dragon Bridge. However, I didn't get a quest marker or a Misc quest assignment about it, and when I went to the Penitus Oculatus HQ, there was just a regular PO agent and no Commander Maro. Are there any other locations he could be at, or is my game just bugged?

It sounds like a bug. Do you have an earlier save you can try again from i.e. from before you killed Astrid? If it was PC there are some console commands you can go through but as it is you're out of luck there.

Can you mention it to a guard again? Maybe the quest just didn't update. That happens occasionally with some quests, it doesn't update when selecting the right dialogue option. Selecting that dialogue option again should update if it didn't do that the first time. Assuming of course the dialogue option is still available considering the quest didn't update