I'm on ps3 and I have the same problem. It seems dawnguard causes this bug. Only solution I found was moving dawnguard to the top of the load order. Being on ps3, I can't just click and drag. So I've spent the last 3 hours deleting and redownloading the dlcs in different orders to make dawnguard at the top. It appears to be random considering I can't get dawnguard on top! Very frustrating.
Edit: I've got it! Delete your game data, and download dawnguard first to put it on top, then download the rest of the dlcs. It should work fine then. It is for me!