Quest "Before the Storm": there was no guard I could talk to in front of the gate of Whiterun, and obviously i did not have the key. I had to get arrested on purpose and get into jail to be able to talk to the Jarl of Whiterun.
Quest "Black Falls Barrow": the road/stairs leading to the gate of the Black Falls Temple did not load, but I could see the gate of the Temple hanging by itself in the air. I tried, many times, to walk towards the gate, but I would get a message on the top left corner of the screen that says "You cannot go this way" and my character would be stuck and could not move anymore.
Please let me know if any of you have encountered the same problems, and if you found a way to solve them. Thanks!
