User blog comment:Zippertrain85/Dawnguard Follow up./@comment-11296535-20131024060504

Harkon might have been a king of High Rock, and not Skyrim. When you ask the boat guy to take you to Icewater Jetty, you say that Castle Volkihar is near the coast of High Rock. High Rock is also divided up into kingdoms, which further supports this theory.

Solitude only became so connected with the Empire by the end of the Third Era. (http://uesp.net/wiki/Lore:Solitude)