Disconnecting while turning in Grand Theft Palomino bugs Into the Realm of Shadows. You are able to accept the quest, but the shadow realm is phased where nothing spawns. This persists through death, reload, re-accepting quest, and re-logging.
It seems that when the bug happens you are in a separate phase where nothing from the realm loads. Also, reloading the game spawns you back at Death’s Breach even is logging off near the mailbox quest item.
Randomly after waiting a day I was able to complete the quest.