The issue is that not every favor is available to every player. I think it's part of Bethesda's efforts to prevent every two game from being alike. On one character, Shahvee wouldn't give me a quest, but I could get a quest in Whiterun to get a bard to stop harassing a woman. On this current character, I could get the Shahvee quest, but I couldn't get the bard one. I'm pretty sure the game generates a list of which NPCs will give you favors, but I'm not sure at which point that list is generated.
If that's true, that's stupid as hell and obnoxious, and there has to be a console command to change that around. It's especially obnoxious because Shahvee is the only female argonian to marry.