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1. There are three artifacts that are required to complete the Main Quest. You should now have one of them, Wraithguard. The others are the short blade "Keening" and the one-hand blunt weapon "Sunder". Consider before you venture onto Red Mountain, traveling back to civilization to train in either Blunt or Short Blade if you have some extra gold. If not, the power of these weapons, especially Sunder, makes it worthwhile to at least train in Blunt via combat after you acquire them.
2. Since the two uber weapons are relatively easy to attain and, once you have Wraithguard, use, here are the steps to a more powerful you. Keening is in the ruins of Odrosal, the citadel a little to the northeast of Ghostgate. You might consider levitating over the tall mountain on the south side for a shortcut. Or, simply head north from Ghostgate to the highest point on the path and turn east. Inside, destroy Dagoth Odros for the key to the tower as well as a helpful amulet. Climb the ladder to the tower and retrieve Keening, but remember to equip Wraithguard before you equip the blade, else you'll take damage every second.
3. On your way to Sunder, consider using Keening on the ghastly creatures that inhabit this desolate terrain, to train in its use should your skill level be low.
4. Sunder is in the ruins of Vemynal, on the northwest side of Red Mountain inside of the Ghostfence. Destroy Dagoth Vemyn inside to claim Sunder and another helpful amulet, and you're set to take on the most powerful of Ash Vamps, Dagoth Urů or, are you? If you need training in Blunt weapons, now is the time to do so. Sunder is most likely more powerful than any weapon you could make yourself in the game short of using the editor, and it will help greatly on the path to, and including, killing Dagoth Ur. You also might want to consider acquiring the other helpful artifacts from the five remaining high-level Ash Vampires.