I elected to not become a vampire in order to enter the Soul Cairn and instead chose to allow Serana to trap my soul or whatever it is that she does. I've retrieved the Elder Scroll from her mother but now I need to find the Soul Essence Gem. It's listed on my miscellaneous quests but there's no marker for me to follow and I am absolutely tired of wandering around in this place. Does anyone now where it is and/or have good directions on how to get to it? Thanks.
I also had this problem and forgive me if I'm being patronizing, but have you put the Miscellaneous tab AND the Soul Gem mission as active? The arrow popped up for me.
If it doesn't pop up, there is a large-ish building with several Bars blocking entry at 3 of the four sides of the building (at the open side there are some stairs leading inside, and Inside is a small maze which leads to a teleporter which takes you onto the roof. There is one of those large crystals floating on top of the building which will drain your health if you get too close. Underneath it is a chest which contains your Soul Essence Gem.
The Soul Cairn area is pretty large, so it might be difficult to find without the quest arrow, but I don't know exactly where it was, I mean I just followed the arrow without paying much attention to where I was going. I hope this helps anyway.