You don't have it quite right to start with even. Not all Nords go to Sovngarde, and it's a common misconception that only Nords can get into Sovngarde.
Here's how death is handled in the Elder Scrolls universe:
- If you are a werewolf, you get taken to Hircine's Hunting Grounds.
- If your allegiance lies with a Daedric Prince, your soul goes to their realm.
- If you are a True Nord at heart* and die with courage and valor, you go to Sovngarde.
- If you are otherwise unaffiliated, or aligned with the Nine Divine, then your soul goes to the Dreamsleeve, where it is wiped clean and recycled back into Mundus.**
* Being a "True Nord at heart" does not necessarily mean you have to be a Nord, merely that you care about Skyrim and it's Nordic ways.
** Argonians are the exception here. They go back to the Hist to be recycled.