I know that when dragons are slain, their souls are absorbed by the Dovahkiin; however, if the Dovahkiin is slain while carrying three or four Dragon Souls (searching around Skyrim for Word Walls), where do those souls go?
Also, the same question goes for a dragon killed (miraculously) by a non-Dovahkiin (I've seen a giant fight a dragon - the dragon got the worst of it.)
My theories:
1) Those Souls go to Sovengarde, where they get tormented forever by the souls of Ysgramor, Ysmir, and all the spirit warriors there.
2) Those Souls try to enter the killer; however, that killer (the giant mentioned above, for example) is not Dovahkiin - the Soul cannot enter him and thus it simply dissipates or enters the ground and is lost.
Interesting theories, but I disagree. Here is my theory:
The Dov are immortal unless slain by the Dovahkiin. They can be slain by normal means, however their soul will cling to Nirn until either the Dovahkiin comes across the body (and absorbs the soul) or a more powerful Dov comes along (Alduin) and uses its voice to bind the soul back to the body ("ziil gro Dovah ulse").
I guess that's true. What I want to know is if they are no longer buried, and if Alduin [or another powerful dragon] does not come along and rebind the soul how would the go about removing the remains? Its not exactly easy to remove a corpse/object that big no matter its weight. And I assume that there are no telekinesis spells strong enough to lift a dragons corpse, however I may be wrong as you could theorize any number of ways of removing a corpse that big (I know that only seeing the remains of dragons you have killed is still a game mechanic but just wanted to throw some ideas around)
You get the actual soul. It's why Dragonborn are the only beings that can truly kill a dragon. I am very skeptical that Akatosh has any control whatsoever over dragons or their souls, or any afterlife for any soul for that matter. The Aedra are almost entirely powerless.
The College of Whispers has questioned several dremora, who claim dragons simply "were, and are": eternal, immortal, unchanging, and unyielding. [1] In this respect, the dragons are closer to the Daedra than to animals and the mortal races; they are ageless and immortal, with their souls enduring beyond physical death, and they do not mate or breed as animals do.
The dragon cult itself, however, survived. They built the dragon mounds, entombing the remains of dragons that fell in the war, believing that one day the dragons would rise again and reward the faithful.
- elderscrolls wikia