Hi I wanted to give a justification for Stalhrim ORe to be present in Issgard and in the Skyrim world with the following interpretation ...
I woudl be glad to hear from some Lore Esperts around what they do thing about ...



Issgardean Stalhrim According to Issgardean Lore:

Stalhrim can be found not in ore mines but in fragments trapped in Ice or bigger pieces like scattered glassy rocks trapped in ice blocks.
The Ore can be so collected by mining with a special pickaxe those blocks and only fragments can be obtained .. wich will then need to be worked for obtaining an ingot ( with 10 fragments )

Stalhrim Fragments are very rare and found only in special places in Issgard , ( eventually Solstheim )
Stalhrim Issgardean Culture associate nothing religious to the ore and consider it a valuable resource for their special steel. 1 fragment is sufficent to create an improved steel
10 Fragments can be melted to an Ingot only in a Issgardean Forge .


Now for Lore experts I woudl like to know if this small piece of Local Lore could fit with Skyrim ....

Logic Behind :
Stalhrim is a special kind of Glass of Piroclastic origins, i'ts mostly derived by Carbonized Glass of a Ancient Celestial Cataclysm or Volcanic Origins ... The actual Stalhrim is Scattered in Solstheim due to the ancient Meteorite fall on Atmora , the debris created some special kind of glassified ore that was projected in the surrounding regions of Atmora ( solstheim Included ) , with the most been falling into ocean , some reached Issgard and Solstheim , but the most can be found inside some Ancient Glaciers or Icebergs in the north of Sea of Ghosts near to Atmora ...
What people Know :
now The Legend say that Stalhrim are Kyne Tears fallen to earth ,considered a blessing from the Goddess to help the Issgardean nords to face the Horrors lying beyond the Ice path in the north .