I moved this here from General because of possible spoilers.
Yes I know this is an old post, I just hate loose ends.
I’ve had a total of five characters finish the MQ and everyone as stated before have been visited by the Dark brotherhood during their first sleep after the quest is complete. And as stated earlier the stats show 1 murder, 1 infamy, no bounty and no guards try to arrest you. Ok that’s old news.
The new news is; I think I’ve figured it out.
First from the paradise quest through to the end of the MQ my characters didn't get a chance to rest, and if you are like me and are caught up in events rest is probably not on your mind.
Remember Eldamil in the caverns in Paradise, he’s the mage who offers to remove the Bands of the Chosen. He never dies in your earlier meetings, just gets knocked out a lot and reappears later at odd times and places.
When your character gets locked in the chamber with Mankar Camoran and his lovely son and daughter and once the battle get underway Eldamil appears and tries to help you but is constantly knock out sometimes disappearing and then reappearing close to where he fell.
With all the fur flying during that battle it would be a miracle if he didn’t get hit. I think he took enough hits that when his character was no longer essential all those accidental hits added up and gave my characters the credit for the murder but since there were no witnesses left, there was no bounty, therefore no arrests. Also since the battle was rather intense for my low level characters it would have been very easy to miss any little blurb at the top of the screen.
This murder has driven me nuts for awhile and this is the one link that all my characters share, which now has me 95% sure this is what happened.
Thanks for your patients.