This is in this forum, since my question sort of contains spoilers..

After i finished the main Dawnguard quest, i figured out Frost wasn't spawning with me anymore when i fast traveled somewhere, since i have over 1000 save games it was easy to re-trace my steps and find out where he stopped spawing with me...

I figured out it was some time between entering Ancestor Glade (i think its called) and Darkfall cave, which i think are about a quest apart, unfortunately i have no saves after finishing Unseen Visions or before starting Touching the Sky, so i have no way of knowing exactly where he disappeared, but i don't recall fighting any dangerous enemies between those quests that could have killed off Frost, so it leaves me to believe that for some reason he just disappeared...

I went back to the Black-briar Lodge to see if he had returned there but nothing... can anyone give any insight into this?

I lost shadowmere until I figured out the reason he wasn't spawning with me is because I rode Arvak in the soul carin so he will be where I last fast traveled or rode him. Which before the soul carin was right outside castle volkahir. If you rode Arvak in soul carin check there, If not I'm sorry I couldn't help.

Thanks for the suggestion, but i didn't ride Arvak in the soul cairn, since it's a conjuration spell, and my guy doesnt use magic xD plus i did have Frost AFTER the soul cairn, but after i returned from the Touching the Sky quest he disappeared :c