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Ok I snuck in thru the basement into the countess' priviate quarters and tried to steal the ring but when I open the jewelry box it isn't there just a letter and a couple cheap rings. Help
Highlight the text: You have to take the heirloom while she is sleeping because otherwise she is awake and wearing the ring and you can't take it then.
You know the same thing actually happened to me. But then I had some luck. Who knows maybe it'll work for you. Kill a member of the theives guild and then go to S'krivva and pay the bloodprice. I did this (by accident) and even though I never got the ring it said quest completed and I was booted on to the next quest. Try it, maybe it'll work...it probably won't but you can at least try. Also try pickpocketing the lady with the ring while she's awake. You may be able to get it.