I bet you saw this coming! Arniel STILL needs our help. Go find and talk to him and ask him how his project is going. "TERRIBLE!", he will tell you! At long last, Arniel will FINALLY tell you what his project is all about: looking into why the Dwarves have all disappeared.
Listen to him tell you his story (it's rather lengthy) about what he's done and why the project is going terrible. In the end, he'll ask you for help again and will give you the warped soul gem you gave him the last time you helped him. He'll state that we need to find Dwarven Convectors throughout Skyrim and put the soul gem into them, and then use a special spell called " Arniel's Convection " to heat up the machine. And since we're so nice, we're just GOING to take the job.
We'll be given the soul gem and the new spell (which is designed specifically for this purpose, so don't get too excited) and our hunt for convectors will begin. If you look at the map, you'll see there are multiple areas we can go to, including Mzulft ( southeast of Windhelm ), Deep Folk Crossing ( North of Markarth, northwest of Karthwasten ) and the Ruins of Bthalft ( South of Ivarstead ).
Once you find them (and they really are pretty easy to find, thank God), just put the soul gem in and use that spell on the box for three seconds . Do this with three boxes and you're done! Go return the gem to Arniel to finish this quest, and to once again receive no reward...