Board Thread:General Discussion/@comment-5349716-20130425180733/@comment-25047024-20140208104839

Well, Auriel shot Lorkhans Heart into the sea there some time after the Convenant, which means that it was almost always there. Solstheim, however, is just an Isle. I think there's a book in Dragonborn which says that Solstheim was originally part of Skyrim until it broke off.