As the title say, I just built the Embassy and I did not recieve 2 more quests under my quest log. I was expecting, since I'd gotten 5 quests today so far, that upon the building being finished I would recieve 2 more quests in my log that I could potentially complete before the end of the day.

Granted, I'm sure that I will recieve the full 7 when the day rolls over tomorrow and new quests are given out -- it was just a little disappointing to discover that I couldn't actually benefit immediately from the effect this building provided, and instead had to wait until tomorrow.

Quests are only given when the new day starts. 

So you will only get 2 additional quests starting tomorrow (game time) and not as soon as you built it. I guess quests are only generated then and not inbetween, so really it's no real bug.