When Zephyr realizes that his parents are making him live in a new town by himself while they are working over seas. He immediately meets up with Pinkie Pie and the others making him like this place than before... Than before...
Alduin was defeated not only in the mortal plane, but Sovngarde as well, by the Dovakiin himself. But the firstborn of Akatosh is immortal. He may be defeated, but not destroyed. If he cannot take the souls of Skyrim, he'll look elsewhere.