Katia: Stop trying to break in, because getting in the building is just one problem. What are you going to do about Sigrid and her friend when you run into them? You should go back to the Anvil Mage's Guild and get some back-up from an experienced mage. Or even go report Sigrid to the higher-ups at the Arcane University in the Imperial City (that was Asotil's next stop, so you'll have protection on your journey). They probably won't care about what happened to you as one person, but they should investigate if you tell them she's robbing from the entire city. This could be your chance to save the city! Unless the Arcane University is in on Sigrid's scam.
One thing is for sure: don't let anyone, including Asotil, catch you saying anything bad about Sigrid. It's probably okay to talk to Quill-Weave, as she responded to your questions about the Kvatch Mage's Guild in a neutral manner. She'll also understand the situation that you're in. Remember that it's not your fault, Sigrid such a powerful mage she's got an entire city of people under her thumb.