I've also had the bug for Falkreath, I've done everything except join the civil war, even started over a new character and did everything all over again just to see if that would do the trick. I didn't really want to join the civil war with this particular character, but I guess I'll have no choice.
I have also been unable to build the house in Morthal, though I did the vampire quest and all the smaller quests, and still no dialogue showed up. I haven't gotten around to trying Dawnstar yet. So far, that means 2 of 3 aren't working for me.
BETHESDA FYI, you really should make sure your DLCs work better before releasing them, and if bugs like this show up after the fact, then you should work on making a patch. It's not fair for us to have to pay for a DLC to have it be pretty much useless.
You asked both the steward and the Jarl in Morthal? If it is the original Jarl, you talk to the steward, but I think if they changed after the civil it was the Jarl you had to speak to.
Nothing changed about becoming Thane in any of the holds, the exact same bugs that were there all the time are still there, so none of this is anything to do with Hearthfire, and usually there is nothing wrong anyway. People not doing the right things or speaking to the wrong people is not a bug. if the player has not worked out how to do it after all this time, it is about time they did work out how to do it. Even if it means doing some unrelated quest they already have that has nothing to do with any of this, because of a bug that has been in the game since it was released.