Once outside, meet with your companions at the waypoint. You will have to do three group Shouts of Clear Skies. Once it's been done three times by the group, the mists will clear and Alduin will attack. This battle will play out just like any other Dragon battle except you will do it with three very tough companions. I have no recommendations here except to do as you've been doing. Just be on the lookout for rock formations that you can use to your advantage during the battle. Keep grounding him and he’ll be dead in no time. Once he is defeated, talk to Tsun to return to Skyrim!