When did you purchase Hjerim? If you purchased it during the quest it can trigger a bug where, after Jorleif tells you to patrol the streets, Calixto will run into Hjerim and will attack you whenever you enter. You will not be able to kill him, but he will stop attacking you if you do enough damage to kill him. Attacking him a second time will cause a bounty. Try going to a saved game from before he attacks you and then using the console command "setstage ms11 150" and see if that allows you to complete the step "catch the killer".
If you purchased Hjerim before the quest this can still supposedly happen if you do not pick up the Strange Amulet and speak with Calixto about it before accusing or confronting Wuunferth.