With regards to whether or not you can take away the Mystery Guild, the answer is no. I did the same thing, but I had started a mage and accidently started a quest to become a Adept. In the end though, that ended up paying off because I ended up becoming a Mage, Sorcerer, Wizard (which i planned to have) and then an Adept, Palladin which made me a Nuker in Full Plate Armor that can heal with a Giant 2-Handed Battle Axe....
http://www.gamebanshee.com/dungeonlords/classes.php
What is my point? Take a look at the tier 2 or tier 3 classes you could become after becoming a thief, like for example a Hunter, then a Ranger Lord and stack that with your Adept and perhaps a Celestial which would make you like a Healer/Ranger type class, but the choice is yours....Good luck...