I would love to know how Delphine entered and got all the way into Ustengrav where she stole Jurgen Windcaller's Horn.

The Dragonborn could get that far only by knowing (at least) the first word of Whirlwind Sprint.

Or are we not supposed to worry about these things?

Whirlwind Sprint is only required to fully explore the ruins, in particular one room. All other areas of the ruin are accessible without any Shouts.

But to get to it, don't you need Whirlwind Sprint to get past the pillars and metal gates?

Forgot about those pillars. The last time I went in there was November 13th.

To the OP, yes, you are not supposed to worry about these things.

But, if you want an explanation, try this one:

Delphine set off all the traps that block your progress so that you now have to use Whirlwind Sprint.

I know, it's a weak explanation but what else are you going to do?

She could have found access through some other avenue, or she could have had access to magic that let her get past the gates.

sounds plausible to me.

Maybe she had three followers who she told to stand by each pillar.

Maybe she used TCL.

Or, as I speculated in a similar thread, she sprinted ... in werewolf form.

Delphine's a werewolf?

She is now.

Well, Delphine von Angua is .. in Discworld. But Blades Delphine is more of a [censored] than Discworld Angua is.

I do understand plot devices (I use them myself - though I do TRY to make mine believable for the world in which they exist....) but some things in this game are just.... completely UN-believable no matter how hard one tries to "go there"....

There is a backdoor to every dungeon. She went through the back!

Funny how it managed to bar itself from the inside after she left, though.

I could see how she might get as far as the four gates via stealth, as I've done so myself, but without knowledge of Whirlwind Sprint, there's no way to pass them. Unless, that is, she isn't subject to the artificial limiter of being unable to reach though the holes between the bars, since the switches are physically close enough to the gates that someone could snake an arm through and throw them.

The backdoor is the solution that was used.

Delphine entered through the secret back entrance, and closed it up after her because that's just how she rolls.

Obviously every important NPC can be compared to Jesus.

Huh.