Skyrim has thrown up it's first boundary to what I want to do - anyone know how to kill Thieves Guild NPCs? (Possible, fairly minor spoilers)

So when I get to Riften I decide the Thieves Guild are really more like the Yakuza, and I hate the Yakuza, so I decide to take them down, Infernal Affairs style. I figure I'll join their little club, get their nightingale armor and then kill them all so I don't have to see them.

I'm up to Trinity Restored, have the armor and bolted before I had to swear my soul to a Daedra. But I can't kill Brynjolf or Kharlia, and now I'm starting to think I won't be able to kill any of the NPCs from the guild that give missions.

Does anyone know a way around this (on a console)? I really want these guys dead.