Shor will claim the Dovahkiin, and he will reside in Sovengarde.
HM would have the biggest claim on him, though no one can stop the power of an Aedra.
Lore wise, The DB didnt work with the thieves guild, Receive Molag Bal's gift, Nor become a werewolf. That was a different adventurer.
That's your opinion. There's no official lore on Skyrim events yet, since we won't get that until the next game.
If we can use Oblivion as any sort of comparison, it's likely that the Dragonborn of lore in the future games will have done EVERYTHING they possibly can. Maybe even small little things that seemed to mean nothing, will have a small easter egg in the future games.
Right now, we have nothing but speculation. So you shouldn't use absolutes like "Lore wise, the DB didn't..". It should be "I think, lore wise, the DB didn't.."