I need to compute the integral
$$\int \frac{d^3q}{(2\pi)^3} \frac{q}{E}n^in^jn^k \frac{\partial g}{\partial x^i}$$
where $n^i$, $n^j$ and $n^k$ are the unit vectors and $g$ is a function of the direction.
Let's refer to the integral as $I^{jk}$ such that:
$$
I^{jk}(\vec x) = \int\frac{d^3q}{(2\pi)^3} \frac{q}{E}n^in^jn^k \frac{\partial g}{\partial x^i}\;.
$$
Per OP's comments, the unit vectors in the integration are with respect to $\vec q$, but the derivative on $g$ is with respect to $\vec x$. Thus the derivative term can be taken out of the integral and we can write:
$$
I^{jk}(\vec x) = \frac{\partial g}{\partial x^i}\int\frac{d^3q}{(2\pi)^3} \frac{q}{E}n^in^jn^k\;.
$$
But the above integral is zero, as seen via a change of variable $\vec q \to -\vec q$:
$$
I^{jk}(\vec x) = 0
$$