If you murder someone, the Dark Brotherhood will come to you when you sleep. Completing the quest from the Gray Prince has a delayed consequence. Refusing to help Glarthir has delayed consequences. If you leave items behind in the tutorial dungeon, there are a number of actions that can prevent you from collecting them later. If you make extensive, early use of skills such as acrobatics, athletics, speechcraft, or mysticism, you can find yourself noticeably weaker than your opponents in the leveled world around you. Those are a few examples of delayed consequences. There are others, possibly quite a few others.
I'm not utterly sure you understand the concept of a delayed consequence - it's something that the gamer doesn't realise will occur as a direct result of a choice until much later. there's a certain degree of unpredictability about it, the consequence should be unexpected and only makes sense in hindsight. Your examples demonstrate this lack of understanding.
"They say that when you murder someone, the Dark Brotherhood visits you in your sleep." is an in game quote, I think from a loading screen or random rumor. - The game developers inform you what will happen in advance, so you make the decision knowing the consequence. That's not delayed. It happens later, but you know it will happen later.
Completing the gray prince quest (if you have been given it, you know that by killing him you won't be able to complete it. You make the decision to complete it knowing that otherwise you won't be able to complete it.
Refusing to help Glarthir has immediate consequences, for me he instantly disappeared off to kill Bernadette, and then ended up very dead.
Items left behind in the tutorial dungeon are made inaccessible immediately, and what's more, are not of particularly good quality, so not worth keeping.
Your uncontrolled leveling is a closer example. As major skills, Acrobatics, Athletics and mysticism give you the ability to evade and avoid enemies and damage and don't level you up particularly quickly. Speechcraft while useless in combat, doesn't level up fast enough to make you underpowered.
Alchemy is a terrible skill, as choosing this gives you extreme uncontrolled leveling when you make lots of potions. This caught me out on my first run through of the game. On the other hand, I made lots of $$$, and only stopped playing the save because it was on the xbox 360 version of the game I hired from time to time, and I couldn't transfer it to PC when I bought that copy of the game.
The change from a powerful closer quarters combatant to a terrible one is immediate but gradual and so you gradually have to alter your playing style to match the change.
In other words, most of those were not particularly good examples of delayed consequences. With all of them, the consequence is immediately obvious, except for the bad leveling, where the player is forced to gradually change their style of play anyway.