im pretty sure the main quest has to be completed...cause after the shaman dies all they say is "i hope it was worth it" and "you better kill him" bla bla bla.....then you kill him go back to the village and talk to them...all of a sudden hes missing
Incorrect.
You only need to finish "Cleaning the Stones". Especially the one near Skaal Village, and the NPC's must survive the lurker attack. Leave the cell (Like go to Raven Rock), then travel to the Village.
Eventually there will be a dialog about someone going missing. Pick that quest up, and you're on your way.
Here's a link:
http://uesp.net/wiki/Dragonborn:A_New_Source_of_Stalhrim