Legality is not the problem here. Modifying and distributing any assets whatsoever, whether it is art or source files, is illegal. That's as simple as that (well, there are fair use exceptions in some coutrnies but they're probably not applicable to this case anyway). But while Bethesda does not want you to distribute Dawnguard assets for non-Dawnguard owners for obvious reasons, they certainly have nothing against people who modify a few Dawnguard textures to make something worthwhile on its own for Skyrim, whether you own Dawnguard or not.
The fact that they're distributed with the CK and that their sources are provided does not mean anything. The only thing that matters is the license and it says that modifying and distributing Bethesda's assets, scripts or not, is illegal.
So, yeah, everything is illegal. But what matters is what Bethesda wants and tolerates.
Bethesda has always been very lenient in terms of modified content for that game.
The majority of content on the Nexus/Workshop are modified vanilla assets. As they're Skyrim and are included with Skyrim, that's fine. You could argue that if you change the texture path of a mesh, hence "retexturing it" with your own texture, then you're illegally distributing Bethesda's meshes (as all you changed was the texture path inside the mesh). However that's not the case as that's pretty much required for any kind of modding.
Just like you could argue SKSE is illegal as it includes modified versions of the source script files (Actor.psc for example, with added functions); but that's just ridiculous to suggest that. As the source files are included, for free, with the CK, then it's tolerated as you're not just re-packaging paid content.