If I recall it was in the far left of the fort on the ground floor, there was a crossbow on a table if I recall near it, its was called something cavern, I remember there being archery targets in a half circle and it being to the right of it.
Either that or its on the far right of the fort on the bottom floor.
Personally I enjoyed the Vampire side more..a nice epic Castle and artifacts that super buff my charcter.
+100 HP and +20 claw damage in Vampire form..and normal form if you're a Khajit, +HP counts either way in normal form don't gotta be Khajit.
and a ring that gives +100 magicka and magicka regen?
Well worth it, I need to find a better necklace though..the bats is kinda useless now that I have night shroud in VL form.
Makes sense Bethesda gave the Vampires super buffs..I mean the Dawnguard get the strongest bow in the game..gotta have something as good.