Instructions
Dragon Egg
Speak to Mervis in the City of Amaranthine Market District. He'll request that you look into some caravan attacks. When you leave the city, the Wending Wood will be on your map.
Travel to the wood, and search through it. Eventually an elven mage named Valenna will confront you and admit she's behind the attacks. After she leaves, continue exploring until you find a wounded militia survivor with important news. After speaking to him, head back the way you came toward the large hill with the abandoned camp on top.
Deal with another confrontation with Valenna once you reach the hill, and after you defeat a couple sylvans, you can continue to the camp. You'll speak again with Valenna and convince her she's wrong about the attacks, and she'll join you. Now you can head down the hill and enter the Silverite Mines.
Go down the stairs within the mines, and watch a cutscene that shows the Architect trap you. Afterward, you wake up in a cell, and Valenna's sister Seranni arrives and gives you a key. Exit the cell and fight the darkspawn you find. Your gear is gone for now, so depend on weapons from loot and your party's magic. Eventually you'll get your gear back by defeating "experimental subjects."
Work your way northeast until a large room with dragonlings, a drake and a dragon-tamer. The egg is here, and you can pick it up after you defeat the enemies. After you leave the mines and return to the throne room, the dragon egg will be displayed on the eastern wall behind Valenna.
The Dragon Skull
Travel to the City of Amaranthine, and enter the Crown and Lion Inn, where the bartender gives you the key to Kristoff's room. Inside you find a wall map with the location of Blackmarsh.
Leave the city, and travel to Blackmarsh.
Locate four of the dragon bones throughout the area. The first is on a trail to your left; it leads up a hill, and you'll also see a dragon's skull on the ground and an impenetrable barrier. The other three bones are strewn throughout the area beyond the ruined city.
Defeat the Baroness. After you find Kristoff's body past the city, you're forced into the "Fade," and you must defeat the Baroness there and then in the physical world. Only afterward can you reach the docks where the bone is. Keep in mind that defeating the baroness is a lengthy quest.
Return to the dragon's skull, and right-click it. A spectral dragon, the "Queen of the Blackmarsh," will appear, and the barrier disappears. Continue up the path to start the very difficult fight against the dragon; you automatically get the skull after defeating her.
Return to the throne room at Vigil's Keep to view your dragon skull mounted above the throne on the northern wall.
Golem Shell
Speak to Captain Garevel in the Vigil's Keep throne room to learn that a couple of hunters encountered darkspawn near a cave. Travel to the City of Amaranthine, and speak with the hunters Colbert and Micah outside the gates. They tell you the cave is in Knotwood Hills, which subsequently appears on your map.
Go to Knotwood Hills, and fight your way to an entrance to the "Deep Roads." You'll soon encounter the dwarf Sigrun, who will offer to join you for now.
Enter Kal'Hilrol at the end of the Deep Roads entrance. Fight your way through several areas until you reach the "lower reaches."
Cross two long bridges in the "lower reaches" to find a large room. After a cutscene, an epic fight begins as you battle an Inferno Golem and "the Lost." This is a tough fight, especially on higher difficulties.
Pick up your reward loot from the Inferno Golem and the Lost after you defeat them. You ought to go ahead and finish off the enemies and the "Last of the Legion" quest since you're nearly done, but you could turn back and leave if you want.
Travel to the throne room to view your golem shell trophy, displayed near Justice (if he's in your party) on the western wall.