Kind of northwest of Snow Veil Sanctum and southeast of Winterhold, there is a series of stone arches and stone stairs leading up to a large platform. After dispatching the troll, looting their corpse and the remains of the ice wraith piles, you'll see a large grate that looks like it could open. While peering down into the grate it shows a long fall downwards.
It does not show up on the map as a location find. Is there any way to open it? I have looked all over for a lever, unless I am blind. If it is not meant to open, what is the purpose of it?
I remember going to Windward Ruins , Southwest of Dawnstar , It was night at the time. When I arrived there a ghost was there, At this point the ghost started to run northeast , I followed him to a place like you described and the grate was open, I forgot if had any special weapons or armor, I think it was a chest with random loot in it.