Head over to Mercer Frey. Head over to him at his desk. He will reveal that the go-between, 'Gajul-Lei" is an old alias for one of their contacts: Gulum-Ei. He is the Thieves' Guild contact within the East Empire Company in Solitude. He will explain that you should talk with Brynjolf has more information for you.
Talking with Brynjolf will yield a bit more information on Gulum-Ei. Gulum-Ei works in the Warehouse for the East Empire Company. He grafts items out of the cargo that comes in and passes them over to the Guild. This has been getting less and less of late. You need to press the matter with the Argonian and learn more about what is going on. the best way to deal with him is to buy him off. You will, ultimately, need to follow him.
Make your way over to Solitude. Once there, you will need to head to the left and go into the first building: The Winking Skeever. go over to the left and look into the small alcove there. You will find Gulum-Ei waiting there. Talk with him. Talk with him and mention his alias. He will act a bit more straight forward. You can persuade, intimidate or bribe him.
If you can intimidate or persuade him to just learn about the broker in the Goldenglow Estate Deal. If you opt to Bribe him, you will be asked to retrieve a Case of Firebrand Wine. This case is found in the Blue Palace.
Head out of The Winking Skeever. Make your way over to the Blue Palace in the Southern part of Solitude. Go inside and turn to the left. Go down the hallway there. Look at the table to the right. You will find the Firebrand Wine Case
Grab the Case of Firebrand Wine and then make your way back to The Winking Skeever. Gulum-Ei will reward your efforts with some Soul Stones of apporiate level. Take them and listen to what he has to say about the broker. Gulum-Ei will explain that it was a woman who has a grudge against Mercer Frey. He does not give many details. Time to shadow Gulum-Ei and see where he goes.
Let Gulum-Ei leave the Winking Skeever. He will immediately turn right and leave Solitude. From there, he will follow the path down to the nearby river. From there he will continue over to the nearby docks. Ultimately, he will head into the East Empire Company Warehouse. Leave some space and follow him inside there. If you have a follower, have them wait outside the warehouse. This makes sure they will not give you away. The door is locked (Adept level), so pick it and head inside.
Inside the Warehouse there are a few ways to deal with this area. You can jump into the water and swim ahead. You will want to swim over to the Eastern side of the area.
you can follow Gulum-Ei through the shelving as he winds his way through the area. If you follow Gulum-Ei, you will need to use the ramps and sneak around on the shelving. This makes sure you will alert any of the guards while you are sneaking around. Gulum-Ei will loop around to the Eastern side and go to the Southern part of the warehouse. He will look at the ledger there then head back to the center of the Eastern side of the room.
He will use the nearby stairs to walk down into the water. He will slip through the water to the Eastern wall. Follow him to get access to the Brinewater Grotto. Head inside.
Inside the Brinewater Grotto. Move forward carefully. Around the second corner you will find a tripwire. This will drop a mace from the ceiling in the middle of the corridor. Follow it to the left. You will find a pair of Bandits overlooking the water. Take them out and then continue to the North. You can head through the webbing by burning through it find some Frostbite Spiders.
Follow the walkway to the North. There is another Bandit to deal with as you walk North. Kill them off and continue to the North and turn to the East. You will find a pair of Bandits waiting just ahead. Take them out. You are almost there. Continue to the East.
This will lead to the area with Gulum-Ei and 2 more Bandits. Take out the Bandits and talk with the Argonian. He will be much more forthcoming about who employed him. He tells the Dragonborn about the Dunmer Karliah. He explains some of the history between her and Mercer Frey.
With the confession and the Goldenglow Estate Deed, make your way back out of the grotto. Use the levers behind Gulum-Ei for a quick way ou. Return to Riften and tell Mercer what you have learned during this mission.