I just finished the quest in Wolfskull Cave and I got on Shadowmere and started to head back to Solitude killing a few Thalmor along the way. I rode right up to the main gate, got off Shadowmere and entered it. After the loading screen I ended up inside of a cave and not Solitude. I exited the cave and found that it was Wolfskull Cave. Shadowmere was no where to be found, so I began to walk back to Solitude. I noticed that the bodies of the Thalmor I had killed were missing, and when I got to Solitude Shadowmere was not outside the main gate where I left it and was not at the stables. I tried to enter Solitude again, and after the loading screen I appeared in the city, and after a fast travel Shadowmere was at the stables. Has anyone else entered an area only to be transported to another?

I forgot to mention that I'm on version 1.2