I still haven’t completed Skyrim even once!

Just remember to not have any quest items in your inventory when you do the Forsworn quest; you lose them when you get tossed in the mines and they don't go in the chest of goods. Pretty much got screwed over on the Thieves' Guild quest line over this (bye-bye Skeleton Key 😑).

Of course, one can kinda skip over this if one has the Forsworn quest running and the next thing to do is to go back to the Talos shrine, but you end up doing the mainline quest to the point where you have the truce conference, it'll finish the Forsworn quest for you (but you will not have the alliance of the Forsworn).