Goblins live mostly in south-western tamriel: Hammerfell, Cyrodiil, Valenwood, summerset. i don't think they'll be in Skyrim, although Reiklings are supposedly related to goblins and i expect to see them.
Kinda funny how you said southwestern Tamriel, and then named about half of Tamriel as your example. Hanmerfell isn't quite
South-west, and neither is Cyrodiil. Not to mention, there are goblins in Cyrodiil right along the border of Skyrim, so I'm expecting that they are in Skyrim, or at least were at some point. I will say though that I don't know a ton about goblins, and you seem to know a bit more about their specific locations than I do.