I have done this quest before with other char and it worked fine.

This char, I did the quest but the scroll simply is not there. Ran through the whole dungeon twice checking everything, but basically it should have been in the large end chest.

Anyway, now this quest is still listed as 'not done' amongst the main quest/big quest list and it just bugs me and don't know whether it will affect the whole game.

In another quest just a few hours ago, I had to kill a boss and get a sword. After a really hard fight I killed the boss but it did not update to get the sword. the white arrow was still pointing to the guy, even though he was lying dead and naked at my feet. Quest journal said to kill him, i.e. as if I had not killed him. I went back to a savegame and killed him again and that time it updated.

I did not do that with Anska because she did not say 'give me the scroll' so I thought quest done, fine. But when she kept following me I ran through dungeon and searched everywhere. Then gave up and only now noticed that quest still showing. Too late to redo the quest now.

Is there a way of cancelling a quest so it at least disappears out of the quest journal. Or even cancel quest so that I can get it again?

Since this is now the second time quest item is missing, I am getting very fed up and wonder if I should just give up on the game now. It is discouraging to think that any time something can 'break'!

Gee, they worked so long on this game a person would think there would not be a lot of silly bugs or that they would at least be fixed!

I don't think there's currently a way to cancel a quest once it's been started.

You can, however, proceed on through it step by step or complete it altogether via console commands.

Here's a site with some info regarding that quest . . .

http://www.uesp.net/wiki/Skyrim:A_Scroll_For_Anska

It should have been on the table, not in the chest. Maybe you launched a fireball or fus ro dah'd the scroll off the table in the central chamber.