I've been scratching my head over this for the past few hours. I have spent 3 dragon souls and unlocked the 3 words required for the Summon Durnehviir shout. I followed the advice of other answers in this site, and did the shout in an open ground near Whiterun, pointing to the ground. But nothing happens. One thing I noticed was that when I use the shout, it usually just says "Dhur", and if I shout several times, once in a while the shout changes to "Dhur-nah", but that's it. Nothing else happens. I saw on this page: http://elderscrolls.wikia.com/wiki/Summon_Durnehviir "Unlocking the first word, for example, results in the Dragonborn shouting "Dur", but nothing else happens". This seems to be exactly what's happening to me, but I've already unlocked all 3 words. Please help!
I've been trying to post on many forums for this answer because my experience with durnehviir was completely different from what I've seen on forums and on youtube. Took me a few days of trying here and there. Pointing at the ground and holding the shout button didn't help, and a flatter open space didn't either. I tried in several places..
So*** of course purchase the 3 levels*** Randomly walking towards Arkngthamz, you have to take some big detour around the mountains around Fort Sunguard. I have a picture of the exact location but this site says the file is too big. On the skyrim map, it's almost directly south of morthal all the way to almost to the border of the map.
Anywho, there's a dragon burial ground in the area, with a spirit-light-thing shooting directly from it to the sky. At the time there was a dragon flying about it, but then some dawnguards showed up, battle with them, dragon disappeared and then shortly returned aftewards (in the air). I tried shooting at it, but it was completely uninterested. It finally touched down and i started shooting at it, when I realized I was shooting at Durnehviir (name on 'enemy health bar'). I put two and two together and viola.
I shouted to the ground inside of that spirit light thing dragon burial ground, and the rest is the same as the other forums. You have to shout 'summon durnehviir' 3 times waiting 2 in game hours in between each shout. And that's it. Totally came about on accident.
Ps: The dragon burial ground was still lit up after SOUL TEAR was unlocked completely, so idk if all that was a coincidence. And sorry for the long response. Also it seems you have to summon durnehviir 3 more times after that if you want him to fight for you