Head to the smaller northern island once you pass through Veithurgard Pass to reach a statue of Thor. Look into the air here to see the Raven circling the statue.
Once you reach the anchor where the Dragon is bound, you’ll see two boarded up walls in front of you. Smash open the left one to find the Raven hiding inside.
You’ll find the final Raven at the entrance to the castle itself. Look to the left of the doors to find some rocks, the Raven hides behind the middle one.