Did you complete Under new management (=become guildmaster, you need to keep doing their jobs and get special quests for each city) or just main questline (get nightingale set)? After you earn guild master title they are supposed to have new lines (mallory and vex).
Others can't actually do jobs because it's a limitation of game mechanics, but I wouldn't mind at least seeing them come out for a while (except important ones that provide training or other services).
I got approached by a Thief in the wilds - and no, not the hold this for me thing - anyway he greated me and gave me 5 lockpicks. This may be the result of an "immersive patrols" mod that I have in which every faction in Skyrim has random patrols in the wilds or it may be vanilla & I'd just never encountered it before. It wasn't any of the Thieves in the Cistern or the Flaggn though.
There are random encounters that can happen with a random thief on the road, if your not with the guild they'll try and rob you but if you are in the guild it will happen differently. The wiki page for the thief mentions the gift of lockpicks.
I also have immersive patrols and that has never happend to me. There is another mod I have which helps to fix this issue I am talking about and you can now see mercenaries and other characters on the road doing stuff instead of just sitting in an inn but the theives guild still just sit in the sewers. I think the mod is called extendid encounters.
In my opinion, apart from the actual questline itself, the Thieves Guild seems unfinished. You don't get any Followers for completing the Questline, and only Delvin (I haven't heard Vex call me 'boss' yet.) recognizes you as the Guildmaster.