Exactly when during the Dragonborn MQ does Miraak start intervening and steal Dragon souls that the PC should get? I'd like to get to Solstheim and get the Bloodskaal Blade, but I don't want to start the Dragonborn MQ yet, i.e. as soon as Miraak starts stealing dragon souls I more or less feel forced to finish up the questline.

After you first meet him in Apocrypha, which is in the Black Book that's under the Temple of Miraak.

You will still have to deal with his goon squads coming after you before that point, though.

Also, be sure to have at least six souls stored up when you finally do start, otherwise he will gank 100% of the dragon souls thereafter. Three for Bend Will, three for Dragon Aspect.