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Long answer: This is one of the longest real-time single quests in Skyrim, so there aren't any quick fixes to get you up there without fouling up your savegame (if you tcl or coc or whatever you will miss quest triggers, corrupting your save). Also, the quest is so long that the wikis are light on details. If you need a walkthrough, search "Touching the Sky Walkthrough" and you will find a large number of videos to guide you on your way.
It you're really lazy, just 'tcl' and fly there...
This the forgotten Vale, part of the Dawnguard Questline, and not part of the Skyrim map.
@OP: That isn't exactly a Shrine, it's Auriel's Chapel, as said you will go there eventually. It's part of the quest-line, you can't miss it.
There is a Paragon in the Inner Sanctum, part of the Chapel, and you can also use a different one Inside. Neither are actually required though.
Unfortunatly I have not done Dawnguard in such a long time I don't remember the exact directions but that last Shrine Is just outside the Chapel, it's what unlocks it. You enter if from the opposite end from that picture. So you probably have to go around the Mountain, but I can't quite remember.
Along with Doc's map link, as well as the map marker mods someone brought up, I did provide a quick explanation of where to go for each of the Wayshrine's as well as other collectibles related to the Paragon's in your other post.