It is never mentioned that only Nords can go to Sovngarde, am I right? Consider the fact that Ysgramor is Atmoran. Also at the end of Dragonslayer Shor says that he may welcome Dovahkiiin again regardless of his race. By the way, Ebony Warrior can't go to Sovngarde in-game due to the fact that he comes from DLC.
Exactly. His absense in Sovngarde in-game isn't evidence that only Nords go there. In fact, there is zero lore that suggests its for Nords only.