Unofficial Oblivion Remastered Patch

I wonder if many of these issues are caused by waiting multiple hours, such that the NPC is scripted to do something at a specific hour but doesn't do it if that hour is skipped past. I went back to the throne room, waited for her to be there in the morning, and then waited one hour at a time as she went to dinner and then sleep; that worked.

The cause for this issue is rather stupid in the end. There is a door at the south end of the private chambers. That door is locked and has no key in the vanilla game. This prevents the Caro's or their bodyguard from opening the door, thus they become stuck trying to get through because they can't open it with no key.

There is an undocumented fix for this in the unofficial patch already that adds the proper key to the door. That edit does not take, unlike in the original game where it works fine.

Without this door edit taking this becomes a quest blocker because the countess will never be able to reach the bed to put the ring inside her jewelry box. If you are quick enough, and have a potion of invisibility on you, then you can pick the lock and immediately consume the potion. The Caros and the bodyguard will come through the door and you can hide out somewhere and wait for them to go to bed. This is somewhat risky, but will work.

The only other option to kill the bodyguard and accept paying the blood price upon escaping Leyawiin - which won't be easy with a castle full of guards chasing you.