Marcurio wasn't really bothered by the fact that his employer was a member of the Thieve's Guild. He also wasn't bothered that she took lovers other than him, mostly because she still included him.
When they returned from filling all of Riften's bounties, Marcurio expected Tansy to be done with him and send him away. But instead, she shared the gold they made on the bounties, bought him a couple rounds at the Bee and Barb, and when she drew Sapphire into bed with her, Marcurio was invited. From this point she started including him more in her life.
Over drinks she explained to him that she was doing work for the Thieve's Guild, he was a little surprised at first, but hid it quickly in his cup when he saw the look in her eyes that was daring him to question her actions. After a few more drinks, he told Tansy that if she or the Guild needed any assistance from him, he'd be happy to help.
That made him break out in a cold sweat; did he just inadvertently pledge himself to the Thieve's Guild? Because of that he later found himself in Falkreath, standing guard while Tansy cleaned out the alchemist's personal belongings.
He figured doing work for the Thieve's Guild would churn his stomach, but it actually wasn't bad. They only took from people who had enough to spare, or who owed them a debt, or to send a warning. And nothing they took went to waste. They improved their own lives and that of the other Guild members and people living in Riften's sewers. When they were on breaks in Riften, Marcurio would even donate to the orphanage and the Temple.
Among the life improvements was a plot of land in Falkreath, purchased by Tansy. Aside from the Guild, they had been earning money from filling bounties across Skyrim and looting ruins. Marcurio could tell that Tansy was a free spirit, nothing could keep her in one place for long. But she did desire someplace to call her own, and a place to dump all of her loot.
Tansy had never built a house before, but she really did seem to know what she was doing. Slaving away in the humid lakeside air, she would spend all day measuring and cutting wood, hammering at rocks, leveling the ground, and of course Marcurio helped. On the days that he was being of little help or he was being whiny, as Tansy would tell him, he would get sent into town to purchase some of the harder to get items, like glass and rope.
In about three days time they had a simple one room cabin built, but Tansy said she was going to expand even more. So, they returned to Riften to refill their pockets.
Despite Tansy's silver tongue, she didn't get along with others at all. Marcurio was only a slight exception due to the fact that she could deal with prolonged exposure to him. Down in the Ragged Flaggon, they sat at their usual table and waited for Brynjolf to return with details of their next mission. Tansy was visibly fuming. Vex had just made the mistake of questioning her stealth abilities, had even gone so far to prove it as to try to swipe Tansy's purse from her when she was distracted.
Tansy had heard, and smelled, Vex coming before she even rounded the corner. When Vex's hand met Tansy's purse, Tansy's fist met Vex's face. The blonde assassin had hit the floor with a surprised gasp, only to rise back up with a growl of rage and try to deal a return swing.
Tansy caught her fist and landed a kick to her stomach, dropping her to the ground. At this time, Delvin and Marcurio stepped in to prevent further harm. From the beginning, Delvin had tried to give Tansy the benefit of the doubt, but her hasty and often dangerous actions reminded him of a group of darker people, and put him ill at ease.
He had tried to voice his concerns to Brynjolf, to no avail.
"She's a wildcard, impulsive, and dangerous. Our luck she'll end up killing someone on the job and get us all in trouble," Delvin tried to tell Bryn.
"The actions she makes are always calculated. She knows the consequences well before those around her do. She is thorough in her work, the way she nabs purses and pilfers prised trinkets, you'd think she could smell gold. She is the best thing to happen to the Guild in a long time." After that, Delvin had never brought it up with Brynjolf again. It wasn't until they hit the local honey farm that Delvin began to treat her as a valued member of the Guild.
Tansy had gone in completely on her own. They had discussed plans for a distraction, Bryn and Marcurio posing as false merchants with a cart of supplies while Vex and Tansy infiltrated the manor house.
But the night before, Tansy had swam out to the island under cover of darkness. She broke into the house, and stripped it of their valuables, among which was a golden bee statue. By the time Marcurio had crawled out of bed, Tansy had returned with Aringoth's private documents. All the Goldenglow mercenaries were dead, and half of the farms hives were burning.