Lost to the Ages
On several of the bookshelves in Fort Dawnguard you will find a book called "The Aetherium Wars" that, when you read it flags the quest LOST TO THE AGES. While this quest is part of the Dawnguard expansion (it was added by it of course) it is not actually part of the Dawnguard story line! What that means is that it is basically unconnected to the main story line so you can do it whenever you like -- and now is a good time since we are already talking about it...
So head to Fort Dawnguard (if you are not already there) and hit the bookshelves to read the book and flag the quest, and then open your quest log and select Miscellaneous > Investigate the ruins of Arkngthomz (make sure both are selected and no other quests are so you only have the appropriate markers on the map to guide you).
Check the map to locate your destination -- Arkngthamz -- and pick a nearby point that you have been to (Dushnikh Val is closest) and fast travel there, then run the rest of the way or ride your demon horse. When you arrive you will encounter a ghostly voice that warns you to turn back -- this is actually a Nord woman named Katria who died in an earthquake while on a quest to find the mythical Aetherium Forge.
As you move closer she will reveal herself to you and tell part of her story -- a story of betrayal and need -- and then directs you to her journal. She will assist you in the quest to locate the four Aetherium Shards required to craft the key that will unlock the Forge, and at this point the quest LOST TO THE AGES officially begins!
Asking her to accompany you is the way to go as she really can help you in reaching the summit -- as you head down the ramp/pillar thing to the first landing you will find her body and, she willingly invites you to loot it, also her journal. Take a moment now to read the journal...
Obtaining Katria's Bow Called Zephyr
-- Deciphering The Journal --
The first thing that you need to do is carefully read her journal, as it provides you with a lot of the information that you need to do this quest, and specifically clues to the locations you need to find.
The first two pages basically re-tell the betrayal of her elven apprentice, who took her notes and published them under his own name, mocking her by making the dedication to her... The following pages offer clues as to the locations of the fragments that are required to make the key to the forge -- and talks about the tonal lock that you will need to solve to get in.
There are diagrams in here that will be important soon, but for now read the journal and then put it away.
Follow the path and you will have to battle a bunch of Dwarven mechanical monsters -- be sure to loot them as they do have both useful and valuable loot on them! Follow the pipes up to the right and drop down onto the path below and continue through the door that is opening and closing -- you can talk to her to get more background on the place, and you can get the story of her death from her.
Continue up the stairs and along the path to battle Falmer Elves, bugs, and mechs and eventually you will emerge on the top of the path and she will spot her bow -- this is apparently where she fell! You can get her bow (it is not a bad one) by casting Telekinesis on it -- or you can walk out onto the fallen log and grab it (which is what I did).
The bow is called Zephyr, and it has a base damage of 18, weighs 10, and has a value of 670. It also has an enchantment that lets it fire 30% faster than a standard bow...
Continue to follow the path until you reach the large chamber with the Falmer corpses in it, and the tonal lock...
The order that the segments are found in may be different for you -- if so, then look to the appropriate section below...
Discovering the Key Segments
-- The Quest for the Key --
When you reach the marker in the large chamber Katria stops you to tell you about the danger ahead -- the tonal lock and its defenses... This is what got her killed it seems, and according to her there may be a plethora of traps, so getting this right the first time is sort of a good plan!
In her journal are the first two in their proper order -- and it is theoretically possible for you to examine the clues here to learn the third by searching the bodies to find the scrap of paper that includes the marking for the third order of the pattern... Or you could just use the information below :)
The lock pattern can be triggered by arrow/bolt or by destructive magic (fireball) and is accomplished by shooting first the bottom left, then the bottom right, followed by the top left, then the top right, and finally the bottom center. After that is shot, the door will unlock and you can continue... If on the other hand you shoot them in the wrong order the trap will spawn Spiders, Spheres, and a Centurion for you to battle, so hey, try not to do that!
Once you open the doors head in and grab the shard -- then talk to Katria. She fills you in on what the thing is that you found -- a segment of a key -- and explains that you have to locate the other three pieces to the key in order to assemble it, and then reminds you of the map in her journal!
There is some decent loot here -- ingots and scrap and a chest with loot in it -- so you may as well grab that stuff since you will want to head home before you begin the next phase to resupply and drop stuff off anyway, right? She has gone out to look for the locations and reminds you to check her journal... But note that if the locations you need are not ones you have already discovered, their arrows on the map may be concealed until you get close enough to reveal the area on the map!
Discovering the Second Key Segment
-- The Key Part II: Raldbthar --
A check of the map shows that the next stage of the quest (for me anyway) is located at Raldbthar, a set of Dwarven Ruins that played a role in a previous quest, so it is possible to fast travel directly to them! Excellent! On the off chance that you have not, for whatever reason, found this location, you are looking for a ruin that is directly east of Irknghand, or directly west and a little north of Uttering Hills Cave.
You may have to fight more than a few enemy as you work your way through the main areas to the lift that leads down to the Deep Market inside, and as you follow the marker you end up in a room with machinery that is clogged up with bones and bits of other things -- your task is to unclog it by removing the objects that keep it from moving!
To do that you need to head into the water in front of the machine and remove the piece of Dwarven scrap metal that is jammed in just below the surface of the water, and then on the far left remove the human skull. To the right away from the water is a gear blocked by a leg bone, and on the far right a gear blocked by a spine.
With those now unjammed use the button on the bridge to lower the other side and battle the Centurion waiting for you there -- and with that defeated, head through the door to the next area where you pull the lever to open the gate and head inside, where you find Katria battling some mechs. Once they are dead (you should help) she leads you to the next key segment and, once you take it, she thanks you again and vanishes to look for the next segment.
Well done! Now backtrack out of the ruins and check your map for the next location!
Discovering the Third Key Segment
-- The Key Part III: Mzulft --
This is another Dwarven Ruin that should be on your map assuming that you have completed the main game and story, since several of the quests took you here... But if not, look on the map to the far east and then either head directly north from Shar's Stone or directly south from Refugees' Rest to locate it. If you are confused watch the video above as it shows the location on the map.
When you arrive all that you need to do is enter the Storage Room which is the door in the small building on the right (you do not go into the main ruins), and inside you will quickly find the key segment -- Katria thanks you and leaves again!
Well done mates! You have three of the four segments, and the fourth is next!
Discovering the Fourth Key Segment
-- The Key Part IV: Deep Folk Crossing --
This is probably not on your map -- which means you have no arrow pointer... If you need help locating the starting point, watch the video above as it shows the location on the map... Move to the far northwest part of the map and locate the marker for Bthardamz and fast travel to that, and then head to the north and west from here until you reveal the marker for Deep Folk Crossing (again shown on the map in the video).
When you cross the bridge and head up the hill you will find a sort of alter thingy on which there is a sword, a helmet, and on the other side, the final key segment! No battles, no hassles, nothing but key!
Katria appears, thanks you and tells you that she will meet you at the forge and hey, well done again mates!
-- The Key to the Forge --
This is another location that is not going to be on your map -- you can read Katria's journal for the clues, or you can simply fast travel to the village of Ivarstead and then head south and east until you see the black marker on the compass bar for an undiscovered location -- Ruins of Bthalft -- follow that marker and you will reveal Aetherium Forge.
When you arrive you will find that Bandits are occupying the ruins -- after you defeat them talk to Katria and then follow her to the globe device and insert the shards, and then well, nothing happens... Talk to Katria again and she suggests removing the key -- and when you do that something happens... The ground begins to shake. She yells for you to back away and you follow her down the stairs to the wooden platform below, and the globe device becomes the roof of a huge structure that pops out of the ground!
At this point you may run into a minor bug in that Katria does not enter like she should -- the thing is you need her to enter the building before you trigger the lift so try nudging her a little to get her started and then she will follow you in. Once she is on the lift, throw the switch and the lift will descend into the Forge.
Once Katria enters the Forge Lobby (basically the area just off of the lift) chat with her to use both chat options, and then you will need to open the door by pulling the lever on its right side. As you follow the path the lights on either side light as you approach until you reach a large locked door and Katria comments that nobody has been here in thousands of years before pointing out the resonators to you that are above the door. Basically you need to trigger both of them to unlock the door!
Using either your bow or crossbow, trigger both resonators and then head through the now open door to the Forge Room, where you need to turn off the steam. Once you do that the defenses of the room are triggered and you must defeat the Forge Guardians -- which consist of waves of mechs followed by a large Centurion. Once you have them dead head over to the valves and turn the steam off again if you like...
Forging a Rare Aetherial Item on the Forge
Talk to Katria and she asks you to use the forge. There are materials in the chests in the alcoves on either side of the room -- you place the key into the forge and are given a choice of three items to make:
-- Aetherial Crown (Retains the last Standing Stone ability you held allowing you to effectively have two of them active at one time).
-- Aetherial Shield (Turns enemies struck by the shield ethereal for 15 seconds).
-- Aetherial Staff (Summons a Dwarven Spider Sphere for 60 seconds).
Personally I chose the Crown as it seems the most useful, but YMMV.
After you make your choice and forge the item Katria talks to you and then you have the chance to ask her a few questions -- and once you have exhausted the chat options, Katria tells you that she can rest, you complete the quest LOST TO THE AGES, and you unlock the Achievement "Lost to the Ages" (30 GP) as your reward.
All that is left now is to backtrack to the surface outside and head home to store your loot or craft or what have you, and then begin the proper Dawnguard questline!