Being able to go between Solstheim and Skyrim in real time, without loading screens. It's probably too much to ask, but I remember in Bloodmoon you could walk from Vvardenfell to Solstheim if you had levitatation or water-walking. Perhaps this is what we could use Water Walking for?

it would be a very very long walk

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would be fun... add some sea monsters and we'll be cookin'