"Search for Baldor Iron-Shaper" is an objective in the quest "A New Source of Stalhrim" in Skyrim: Dragonborn.
Walkthrough[edit]
After talking to Deor Woodcutter in Skaal Village, fast travel to Raven Rock and go North/Northeast. Arrive at an Abandoned Lodge (see the map below for help finding Baldor) and kill the Thalmor Soldiers around it. One of them has the Abandoned Lodge Key. Loot that from him and open the Locked Door. You find yourself inside the Abandoned Lodge. Find the Staircase leading down to the basement. There you will find Baldor Iron-Shaper. Talk to him to advance the quest, then go back upstairs and leave the shack.
Map of where to find Baldor Iron-Shaper[edit]
See map below for help finding the Abandoned Lodge where Baldor is held in:
