Make your way to the College of Winterhold. If you aren't already part of the College and haven't earned entry during the Main Quest, you will have to do one or the other to gain entry. Once inside the main building take the door leading to the Arcaneaum. Talk to the Urag gro-Shub there and he will direct you to Dragon's Bridge
When you get to Dragon's Bridge, you may be able to get the information you need from one of the guards but if you've progressed the civil war far enough, the guards may have been replaced by faction appropriate "Soldiers" who are unhelpful. You can still get the information you seek from a small boy in town. He usually strolls around town after 3:30pm or so. Talk to him and ask about a Moth Priest. He will direct you over the bridge.
Cross the bridge and keep travelling along the path until you come to an overturned carriage. Loot the designated body to find a note. This note will tell you that the Moth Priest has been taken to a nearby dungeon for protection. Head over to Forebears' Holdout (short distance by foot).
From the entrance, go down the ramp until you come to a large room with a stream running in front of you. Cross the stream and approach the structure. You'll be attacked by vampires and hounds. You'll have to use the building around you for cover from the magic attacks. Once you've kill them, head up the stairs in the structure to the spot where the giant shield is. Kill the Vampires up here and one of them will have a Waystone Focus. Take it, go upstairs and use it to lower the shield.
Try not to damage the Moth Priest at this point because if you do, it's possible that he'll perpetually try to attack you. Eventually this will prevent you from talking to him and you won't be able to proceed with the quest. Talk to him when he's free and he'll thank you for rescuing him. He'll offer his help and head to Fort Dawnguard. Meet him there and have him read the scroll.