Because of the many quest lines available in skyrim, eg thieves guild or companions, where does the dragonborn end up when he dies. Also does (s)he go to sovngarde even if they're not a nord?

There's a bit of debate about this one. Generally, the answer is something like 'Akatosh gets first dibs' - he's the one who bestowed the gift upon the Dragonborn, and all the other Dragonborns who preceded him/her. I'd think it safe to say that Akatosh has the right to claim the soul, and ... well, I don't know. Put it on the shelf and admire it?

If not Akatosh, I'd say Nocturnal. She's basically the 'Queen' of the Daedra - she has the title of 'Ur-Daedra' (although I could be wrong on the name of the title). I'd assume this means she has precedence over Hircine, who claims the souls of lycanthropes.

But what if the dovahkin never pledged allegiance to nocturnal? And also does Akatosh have a place where he keeps souls? I didn't think the aedra had their own places for souls except aetherius. Or would you just end up back in the dream sleeve?

Also didn't Akatosh die with the original et'ada and only lives through mortal belief?