5 Characters so far.
On every single one, A Cornered Rat does not start!!!

...thats about it really...

Ive tried collecting and reading all the dossiers, keeping everyone alive, not starting the Thieve's Guild line, collecting the Dragonstone after being told rather than before, collecting my stuff before talking to Delphine... and of course, the reverse of all of these... and every time, Diplomatic Immunity finishes and A Cornered Rat never starts.

No mention of a fix, so any advice?

I have this bug too, so do many many many other players, BETHESDA, FIX THIS!!!

I'm having the same problem. A cornered rat never started for me. I found where he is located and he is about 4 feet from the door so you cant talk to him, and when i entered Riftten there was a dragon attacking. Had to reload a few times, killed a couple of people i needed to talk to. I cant even talk to Brynjolf, he says hi im busy basically hehe. If anyone knows how to fix this people say it