*The initial quest marker to begin the main quest line sent me to the wrong location, and there wasn't a HUD/compass marker for it at all, whatsoever. I finally had to enter an unrelated generic cave and exit again for the marker to show up at all.
*Babysitting the central NPC character, who I won't name so as not to spoil anything, seemed to suffer even more from pathfinding and outright vanishing issues than normal in Skyrim. And telling them to "wait here" only worked temporarily. Eventually they would show up wherever I was again.
*The Vampire Lord form felt considerably underpowered compared to my vanilla level 51 character, and having to abandon the quest line to go level up its new perk tree to make it useful relative to my normal persona felt intuitively wrong from a roleplaying perspective given I was knee deep in an epic life and death adventure. I wanted to use it straight away, and it wasn't really viable against high level enemies. (Or when it was, it wasn't as useful as my normal char.)
*The new regions the game adds, while beautiful and very interesting to explore, felt sort of generic and empty for such large-ish areas.
*The story gives the impression that you have more choices to make than a simple either/or proposition, but you ultimately don't, and it felt a bit anticlimactic.
*You cannot marry (or in Hearthfire hire as a steward) the aforementioned central NPC, despite some intimations to the contrary in dialogue in my opinion.
*During one quest branch, an action contrary to previous player choice is forced on you arbitrarily as part of the plot, despite that directly contradicting the actions and sentiments on the part of NPCs forcing you to take said action prior to that. It is a problem which could have been alleviated by literally one additional line of dialogue, without changing a single other thing, yet that wasn't done. I can't really elaborate without spoilers, so I won't.
*Compared to Shivering Isles or Bloodmoon, and contrary to Bethesda's previous statements that they planned to release only DLC of that caliber for Skyrim, Dawnstar feels rather insubstantial overall.
*The central lasting change to the world based on your choices is a temporary and highly contrived one, which can be undone and redone at our liesure. On the one hand, the freedom is, as always, great. But it was semi-implied that it would be permanent and change the world (especially for vampires.)
Overall though, Dawnguard added a nice new chunk of content, a few new nice items (although by the high level you're expected to play it at, you almost certainly already have better,) and a few very lore-heavy and past-game-reminiscent segments that are extremely satisfying for any hardcoe TES aficionado. I'm glad they made it, and I don't regret buying it, so please don't take this as a bash. Just some hopefully constructive criticism.