As the Dragonborn saunters into the room, Vex shares a look with Sapphire. The darker-haired woman gives her a sly grin, and Vex nods; they're on the same page, then. Good.
Both women watch as their new sister reaches into her pack and withdraws the jeweled, golden relic she was sent to fetch. It's a pretty bauble, enough to tempt any thief with a good pair of eyes, but it is not where Vex's interest lies.
The Dragonborn leaves Brynjolf with a satisfied smile and a skip in her step, and Vex's eyes follow the sway of her hips.