You might need to see Anthony Stone (in Hargraeve, the village in the SE corner of The Frozen North) before this quest can be completed. The thing is, if you've done the Free Haven sewers first, then I'm not sure where the Prince of Thieves will turn up. He might be where he usually is (and if you don't know the precise details of this, Select the hidden text between the highlights, below), or he might have fled. If he does this, he goes to ground in the Shadow Guild in the Frozen North.
He's usually hiding under the bed in the little room at the extreme western end of the Free Haven Sewers - just click on the bed, and if he's there, you should find him.