I have the same damn problem. I completed the quest when I started the game but as soon as I left the house it kicked me from the servers. When I loaded back in (after a few hours of power cycling my router, hard reseting my xbox and crying in the fetal position) i was outside the house and now i can't complete it no matter how many times break into the house. Every time I enter Davon's Watch you can hear him talking to me but he is not there. I'm level 12 now and I hope i don't have to wipe my character.... but i will if i have too....