If the Dragonborn obtained the key, open the strongbox with Sibbi's stash and take it. Note²: There is also an Unusual Gem in the upstairs master bedroom which can be taken at this time. Note: Instead of taking the front door it is possible to sneak in by the side door. Once inside, he or she must make their way down to the cellar to obtain Frost's papers. Dispatching the ones outside will yield a key to the lodge (there are multiple copies). The Dragonborn must then proceed to Black-Briar Lodge which is guarded by a number of mercenaries. If the Dragonborn does tell Maven, the latter says to go ahead with the plan and nothing is ever mentioned about it again. The Dragonborn can choose to tell Maven Black-Briar about this little escapade or not. Additionally, Sibbi can be convinced to give up the key to his stash at the lodge as added incentive. During this conversation, Sibbi will explain that the horse is at Black-Briar Lodge, along with his papers. If the Dragonborn accepts the offer, proceed to the Riften Jail to speak with Sibbi and get more information.
The Dragonborn can then listen to Louis' offer which is to steal a horse promised to him by Sibbi Black-Briar before the latter was thrown in jail.
While at The Bee and Barb in Riften, the Dragonborn is approached by Louis Letrush.