Now it's time to head for Red Mountain. There are five Dwemer citadels in the Red Mountain Region:
Talking to anyone who knows anything about Red Mountain will supposedly mark all of these citadels on your map, but for some strange reason, Endusal never gets marked until you actually go there. Perhaps this is because it is part of the Red Mountain Region rather than being its own little subregion like the others.
The citadels are named for the Ash Vampires that occupy them: Dagoth Vemyn—Vemynal; Dagoth Endus—Endusal; Dagoth Odros—Odrosal; Dagoth Tureynul—Tureynulal. Following this logic, Dagoth Ur would then be "Ural," but that would sound too much like a high school geography lesson or something you'd find in a men's room, so let's not go there.
Vivec recommends that you talk to the Buoyant Armigers at the Tower of Dusk in Ghostgate to get the current skinny on what's happening inside the Ghostfence. While you are there, talk to Wulf (a 50th level Imperial Warrior) about Ghostgate. He will ask you to take his lucky coin to Dagoth Ur with you. Do it. You now have the "Luck of the Emperor" power (increase Luck 20 points for 120 seconds once per day). If you go talk to the Oracle at the Imperial Shrine in Ebonheart after accepting the coin, she will tell you that you have been visited by an aspect of Tiber Septim. Some of Wulf's conversation threads are fairly interesting (perhaps foreshadowing TES4?), but most is information you can get from just about anyone else. Wulf disappears after this encounter and no one remembers an old legionnaire being at the Tower of Dusk in a very long time. The coin is just an old coin, so pickpocketing Wulf won't do you any good. It's the conversation that gives you the new power, not the coin.
You can use the Tower of Dusk as a staging area and make several trips inside the Ghostfence. Or you can just grit your teeth and head in. Either plan will work.
You absolutely MUST go to Odrosal and Vemynal to retrieve Keening and Sunder before going to Dagoth Ur. The other two citadels are optional, but recommended, and you have hopefully taken out the two ash vampires outside the Ghostfence prior to this time.
In fact, you should make sure that you have taken out all seven ash vampires before facing off against Dagoth Ur. Each ash vampire removed before the final confrontation supposedly weakens Dagoth Ur by about 5%, so taking out all seven will knock him down by over a third before you even show up (the script that does the weakening does not appear to work, but it's still a good idea to take out all of the Ash Vampires for the goodies). The time to do these guys is now because they will disappear (be destroyed) when you destroy Dagoth Ur. The other little Dagoths (Ash Ghouls, Ascended Sleepers, etc.) will still be around afterward and you can take them out at your leisure if their continued existence offends your sense of esthetics.