3rd Ed. Pocket Guide
This seems to fit with my argument that the gods are not dead. I don't want to start that whole conversation over again, but we had a lengthy discussion in a thread recently. Basically, I argue that while some of the et'ada died and became the earthbones, some became the various Elnofhey, but some survived (including the Divines and the Magne-Ge.) The Divines only sacrificed parts of themselves (not all of themselves) to creation. They are tied to nirn but still exist independently from it in Aetherius. See Auriel ascending.
I believe this theory is also supported by Vehk's Teachings:
Also, from the 3rd Edition Pocket Guide:
Anyway....back on topic.
From Sovngarde, Rexamined:
Rolf fought bravely, but was quickly killed, and the giants proceeded to play catch with his head. Amazingly, all of this was seen by Rolf in ghostly form as he drifted away from the scene, soaring upwards into the heavens, where he finally arrived…in the magnificent hall of Sovngarde!
Rolf could not believe his good fortune, and his foolishness for not having realized the truth so many years before. For death was the entrance to Sovngarde. So he was told by Shor himself, who greeted Rolf the Large as a brother, and personally handed him a leg of roast mutton and the hand of a comely wench. Sovngarde, Shor told him, can be entered by any Nord who dies valiantly in honorable combat.
Shor is currently in Sovngarde. We already pretty much know this from dialogue, even though he was absent when the Dragonborn entered.
From the quest journal:
I've passed through Alduin's portal into Sovngarde, the realm of Aetherius where the souls of Nord heroes go to feast and battle until the final reckoning.
We know that the Mantella was blasted into Aetherius, so it is quite reachable for mortals, although difficult. So Dovahkiin going there wouldn't be at all unprecedented.
From Monomyth:
So it has a multitude of realms.....
It's also commonly understood that the dead travel to Aetherius:
From Vehk's Teaching:
So what source gives us the information to think that Sovngarde couldn't be in Aetherius? It seems logical to me.
I think of the Dreamsleeve as a process of recycling more than a "place." Souls go to aetherius after death (or to a Daedric realm if more associated with a Daedra) and are recycled. Sovngarde is simply the realm (of the many realms) that Shor has created in Aetherius for his followers.