I've experienced these same problems.
So I want to play Daggerfall on my DOSBox, but I'm experiencing the following problems.
On Fullscreen mode, when I try to skip the opening sequences, the game blacks out until I get the DOSBox out of fullscreen mode.
I've found that if you use the left mouse button instead, the screen won't black out (at least not as often).
The game generally runs smooth, but with with occasional pauses in sound and motion, like a flickering lag effect where it's possible to play, but it's just annoying.
Running a game in DOSBox is nowhere near as efficient as running the game on real hardware. On top of the standard performance hits you'll get from emulating a DOS machine, DOSBox itself is not a very well optimized emulator.
You could try running the game in a Virtual Machine (ie Virtual Box) but then you'll need a real copy of DOS (or a copy of FreeDOS, if you're even more technically inclined). Alternatively, if you've got a Linux box lying around you could throw dosemu on it and use that, as it's the most stable and best performing DOS emulator available.