I have been looking for hours where to find the stairs that leads to Auriel's shield. I have killed the giant and have the ruby but can't find the 'dome' in which to put the ruby paragon.

Any tips welcomed

So what you're looking for is not a dome, but rather some very nondescript ruins. If I remember correctly, after you go through that area in the Veil with the spiders, head to your left (I think?) you should see an area with pillars. It's very much ruined, but there should be a receptacle for you to place your paragons. I forget the exact location, but know for a fact that it's on a small cliff overlooking the river. It's been a while since I was in there, so I might be off a bit.

Simple answer: Youtube it! I was asking the very same question and I found a video on Youtube pretty easy. It's also easier to show in video rather than explain.

Follow the lower icedam part of the river upstream. There will be two waterfalls directly ahead that aren't completely frozen over. go up and across from the lower of the top one there is a frost giant. Across from the giant is the ruins containing the paragon portal stuff.

Or go to youtube.

That did it, for some reason I was looking for a dome instead of some ruins. I also found out that letting the Giant hit my shield (Ebony shield) my blocking skills went up dramatically.
Almost 1 point per hit. Was able to go up 9 points before Seranna killed him. I should have asked her to wait on the other side of the shore.

Thanks

I've found three paragon, but can't help suspecting there are more.

I have 3 as well and have only used the Ruby. There must be uses for the other 2 but I haven't come across them.

You use them in the same place you used the first. They tell the gate where to open to, with each taking you to a different location.

I believe there are five, but don't quote me on that since I haven't played DG for a while. And you use them all at the same place. If you still haven't found the other two paragons, time to start exploring. Good Luck!

Diamond, Emerald, Ruby, Sapphire, Amethyst.
Five paragons in all.

Dang. Played through DG twice, and completely missed this both times!

Can I go back after the fact and get the shield?

Yup. You can get it whenever you want.