I am currently making an All-Tamriel heightmap, and I am wanting to include these four islands. Bethesda has never stated clearly where these islands are located, so I am wondering what the general consensus is from you lore-monkeys .
http://sta.sh/01i7c5fbsvbl, made as lore accurate as I can possibly make it (I'm even managing to squeeze in TESO stuff). I'm thinking that these islands would be part of the same archipelago chain that runs from Solstheim to the Telvanni isles. Roscrea would sit northeast of Sheogorad and Northwest of the Telvanni isles (not depicted - that long island that sits between Sheogorad and Telvanni Isles I put in by referencing Tamriel Rebuilt as a homage), with the other three looping north around the Telvanni isles and then further out to sea. Or the other three extend further east from the Telvanni isles.