You do have to capture a dragon in Whiterun before you get to Valhallarim, I think you ride him towards the whatever it was temple before ascending to the next plane of existence
AFAIR, the dragonborn DLC got you fighting the OG dragonborn in a place that really looked like a daedric quest, with one of the dungeons being green/black slime and books or something like that
You do have to capture a dragon in Whiterun before you get to Valhallarim, I think you ride him towards the whatever it was temple before ascending to the next plane of existence
AFAIR, the dragonborn DLC got you fighting the OG dragonborn in a place that really looked like a daedric quest, with one of the dungeons being green/black slime and books or something like that
That would be Solstheim, connected to Morrowind.