About Maria:
If you solved the quest like you said you did, it's normal that you have no more speech options. If I remember this correctly, when you want to talk to her after restoring her reputation, she will just thank you and you won't be able to ask her anything, except once: when you want her to recommend you to Trevor so you can buy a house.
About the Holy Dagger:
To get to it you must join the Thieves' Guild, which apparently you did because you are in the Guild's lair. On this
map the location of the dagger is indicated. It is hidden within a book.
About the axes:
The axes you find in the dungeon beneath Aleroth are some of the best ones in the game, so yes, maybe you'll play this game with the first weapon you found if you chose to play with axes. There are some other powerful ones though. The
Vulcan Axe for instance.
