Is there a prerequisite to get this quest from the shopkeeper in Dawnstar? I've done the Nightmare quest, and bought the land in the hold. I'm working on becoming thane (by helping the people) and she won't give me the quest to find the ring. Thanks for any help.

Most likely reason:

You are doing another quest of the same thing, and are only allowed 1 at a time.

Noster for his helmet in Solitude

Oengul for a sword in Windhelm

Roggi for his shield near windhelm

Runil for his jounal in Falkreath