Hmm... not sure what to tell you. This is why I always save before accepting a quest. I haven't done that quest in years (probably since the days before Morrowind), but I don't remember there being any problem with returning them all at once.
At any rate, failing a quest is not a disaster in this game. In fact, sometimes failing one part of a quest leads to another part you otherwise would not have seen (not that this is the case for the four gold bars quest). So I wouldn't worry too much.
Still, you could try running the fixsave utility, and see if that helps.