I'm currently playing an Argonian, and right now she is curious of the Thieves Guild. However, I just helped Brand-Shei find information about his past... How could I possibly attempt the TG if it means betraying Brand-Shei? I know in-game, there's no way she could know what happens to him (unless the Hist could be giving her bad feelings about it, if that kind of thing is possible).

I wish there was some way to break Brand-Shei out of jail, but from what I've heard, he just forever sits in his cell.

How could the devs have chosen
as the poor victim who has to sit in a cell for eternity for a crime he didn't commit?

Brand-Shei just seems like a really cool guy to me, and I hate even attempting the TG as he'll be wrongly punished

If you don't mind having a failed quest in your log, you can fail the frame up and still join the guild. If you go this route, Brand Shei remains free and never goes to jail.