When I knock down that stone near the village will he be kindnaped by the thalmer or do i have to progress in the main quest on dragon born? And also when the quest is done will he be selling stahlrim weapons and armor no matter what level I am or is it untill i reach a certain level?

He dissapears after a few days. (must be away from skall village)
He sells 1-3 Stalhrim every 2 days. you can be level 1 and he still sells it.

Does that include stalhrim weapons? And one more thing is it possible to get a dragon soul on solstheim with out doing a bit of the main quest from skyrim?

Yes.