I'm experiencing the bug where the quest marker has Anoriath near the giant camp (Bleakwind Basin) but he's not there and the marker on my compass shows him in Whiterun but he's not there either. Has anyone else had this on PS3? Does anyone have any idea how to fix it?
Sometimes, quest markers will randomly glitch. The only real way to fix it is to try reloading a save from before you got the quest. If it doesn't work, then look for him in Whiterun until he appears at his stall.