["he may just not be there because he's dead."]
Interesting observation. The question would then be: why would any Nord want to die and go to Sovngarde if the lord of that realm is dead? It also raises the question of Alduin's legitimacy as the true lord of that realm. According to Paarthurnax, Alduin claimed lordship as the chief agent of Akatosh. But I have never seen Alduin take the form of a humanoid to sit on that throne in the Hall of Valor.
Alduin claimed Lordship of Sovngarde? I hadn't heard that. But regarding the first question, none of the Nords who are there seem to have a problem with it. Shor presumably made Sovngarde the 'paradise' it is, and so he doesn't have to be there to maintain it. Would have been nice if he could be there to defend it, but I doubt most daedra/divines count on their realms being invaded by dragons-of-the-end-times.
I'm starting to get annoyed with all these great discussions that should be in the Lore Group appearing in the general forums. Stop it.
Towards the subject, my thought is the Shezzarine. Shor was killed at Convention, his heart torn asunder and dispelled (later physically destroyed but not erased from Nirn), and his body made into the moons. All that's left is Shor's spirit, and we know his spirit manifests itself throughout history as great heroes (or villains) collectively called Shezzarine.
We've got a Shezzarine adrift in the 4th Era.
No. Sovngarde holds the souls of the dead. Shor's soul is missing.
There's a Shezzarine somewhere in Tamriel around the time of 4E 201.
I can get into the Sovngarde being in the moon thing, but it makes no difference where Sovngarde is located. We're talking about Shor being missing from his own hall.