I've killed so many dragons since I started the game. This is my first time playing Skyrim so I did not understand the order to which I should play. I went to a separate island which I've read is part of the original game's expansion. This guy whos name starts with a M (Large armor, saw him in another dimension), keeps popping up and stealing every dragon's soul until finally he stopped and I still don't receive any souls. I'm far into the game but starting to get frustrated I don't receive any, I've tried to continue that expansions game but I need the Bend Will shout active to get past a part where npcs are being controlled to build the temple.

Someone please let me know. I'm going crazy here.

PC Special Edition - No Mods

Do you not have any souls saved up? Or have you not had a chance to get any because you tried to start the expansion too early?

I've never heard of this and never actually considered someone starting with Dragonborn first then losing the ability to get souls. If you still can't get any souls when you're back in Skyrim then I would suggest just starting with a new character.

Although you do have it for PC and I'm no modder, but there may be mods out there to fix it.

Are you getting the normal flaming decomposition animation when you kill a dragon? Miraak can swipe your souls in Skyrim as well as Solsteim but the dragon should still burn up if that's the case. If you're sure he's not to blame, then you might be killing the "same" dragons over and over. If you kill a dragon at certain areas such as a Word Wall and absorb its soul and go back after it respawns, you won't get another soul. Since you're on PC you can always just use console commands to give yourself as many souls as you like though. Just hit the tilde key, type "player.setav dragonsouls #" without the quotation marks and replace the # with the number of souls you want.

Are you sure he's stopped? Has he been defeated and the quest is finished?