It appears on the UESP so maybe it isn't a mod doing it.
But it happens every time.

I'll post my load order if it fails this time. (Creating my char again, again, lol, I know the settings I want off by heart now, takes me like 15 seconds to do my char lol)
http://www.uesp.net/wiki/Skyrim:Unbound
Another bug may occur when you are lead to the block and lay down looking up at the executioner and the tower where Alduin is first seen. Rather than flying in and landing on the tower, Alduin instead flies around in circles overhead. This leaves you stuck staring at the executioner who stands there holding his axe and the game is unable to progress. It appears the only way to fix this is to restart the game.
EDIT: WIN, it worked this time, I narrowed it down to one of 3 possible mods. (Just by chance these 3 were chosen to be uninstalled in my figuring out what done it quest)
1. Riverwood Mercenary Guild - http://skyrim.nexusmods.com/downloads/file.php?id=12400
2. Frostfall Hypothermia - http://skyrim.nexusmods.com/downloads/file.php?id=11163
3. Mercy - http://skyrim.nexusmods.com/downloads/file.php?id=11932
Not sure which of those 3 it is, although I am leaning towards Frostfall as I have seen people post about that mod lagging up scripted events before, but it never happened to me in all the time of using it other than this one instance.