I have completed the DLC and have all three Elder Scrolls in my inventory. They weigh 20 each and I would love to put them somewhere nice. I am thinking they would look good on the wall in my house in Windhelm however everytime I try to put them somewhere I get the message that I can't remove quest items.

Have I missed a final quest about where to put the Elder Scrolls?

One relates to the main quest, the other two go talk to the moth priest about. You may not like his options but thats all you can do with them as far as I know.

I know the Dragon Scroll did not count towards your encumberance, but if you wanted it gone post-main quest, you could sell it to the Orc in the College of Winterhold Library. I would assume the other 2 scrolls would work in similar fashion...

You can not sell the other two scrolls to Dexion if you sided with the Vampires as he becomes your thrall and does not go back to cyrodil. Also, from what i hear, if you bought the dragon scroll back from the Orc, you cannot sell it back again. However, since they are quest items, they do not affect encumbrance.