What can I do to keep Baldor Iron-Shaper from repeating "Terrible times" rather than advancing me to the next stage in the quest?
So, at some point (I'm unsure exactly when, as it has been ages since I played with this DLC), you receive the quest to go and defeat Miraak once and for all. Upon receiving this quest, you will be unable to accept new missions from the Skaal, nor will you be able to advance any missions they may have already given you. You must first defeat Miraak, as this is the conclusion of the main questline for the DLC. Once you have done so, you will be free to complete any other quest you have with them and begin accepting new quests from them.
This is fixable if you are on the PC by using this console command:
setstage DLC2SV02 40
Then wait for Baldor Iron-Shaper to get to the Abandoned Lodge before rescuing him.