» Mon Nov 19, 2012 5:22 pm
Going to make a guess here. Its the caravan merchant chest. Because it's not placed far enough below the surface, you are able to get the prompt to open the chest, but you can't see the chest itself.
Unless you're on the PC then you can just tcl and move below the surface to see it.
This chest is also outside of Solitude.
I don't know where the Dawnstar chest is though..