I think it's a shame that you must be allied with the dawnguard and restricted to that forge in order to craft bolts.

Yes, you have to allied with DG. However, you are not restricted to DG forge for the bolts. I make Dwarven bolts at my Lakeside Manor forge. I believe you do have to do some side quests to unlock that feature.

Bolts can be created at any forge. Crossbows can only be created at the forge in Fort Dawnguard

Thanks for the clarification.