Dawnguard could have taken place on Solstheim. Granted, the efforts of the East Empire Company on Solstheim went bust, but would not the Nord populace have towns and settlements the like of Falkreath and Morthal? There are your damsels in distress that need saving, or subjugation, whether you join the Hunters or the Volkihar.
I'm not going to go into how stupid I thought aspects of the storyline in Dawnguard were (Oh, yeah I just joined an ancient order of Vampire killers little lady, but sure I'll escort you home to your father the Vampire Lord!) but a huge miss for Bethesda in the DG DLC was a Mission in the main quest line to establish either:
a. A stronghold for the Dawnguard that obviously you would be in charge of as steward (Your new player home).
b. A stronghold for the Volkihar Vampire Clan that you would be in charge of as steward (Your new player home).
These "strongholds" could have been requried to be built in Skyrim or on Solstheim.
This brings me to Hearthfire. The aspects of crafting, acquiring a lot of land, adopting children could all have been included in Dawnguard. Personally I would have left out adoption. I don't know about anyone else but I would have loved to have been able to build somehting like this.There are already player homes available in the major cities that are pretty much what you can build in Hearthfire.
My character spent 120 hours as an Adventurer-Mercenary traversing Skyrim. She owned no houses, was member of no guilds, was thane of no lands. She had heard of Dragons returning to Skyrim but the only one she ever saw was the giant black one that saved her from execution. She remains Neutral in concern to the Civil War. When the Dawnguard came calling it was perfect for her. She would have built an awesome Dawnguard outpost. Now all she can build is a manor or a hall, that reminds her suspicously of a very large Breezhome.
Edit: I enjoy Skyrim and as an extension Dawnguard very much. But I just shake my head at the missed opportunities. I felt the same way with Oblivion and SI. Of all the expansions I could have thought of for Oblivion, SI would have been one of the most mediocre. Not to mention taking one of the most interesting Daedric Princes and turing him into a [censored]. I also realize Beth may have some plans for Solstheim in the future....but...