The final quest of the Blood of Kings Questline, An End to Keep, is automatically started once its prerequisite quest, The Beast Who Cannot Be Slain, is completed.
When you wake up from the screen blacking out at the end of the last quest, you’ll be dead- either by Hrongar and Servilla’s arrows or from the effects transfusion spell, depending on whether or not you chose to use it. You will also be in the Drunken Huntsman with Helcyon, the Mystic Fortuneteller Dude you met at the beginning of the questline. He mentions that you don’t seem very satisfied with the outcome, and offers you your money back.
Damn right, I’m not satisfied, Helcyon; I want my money back!
Through some long and confusing dialogue, it appears that our friend Helcyon has the power to alter beginnings. Specifically, he intends to alter the moment that Falatild and Larsdon first met (which, as you remember, is when Falatild was hunting a sabrecat who was hunting Larsdon). Thus, Helcyon offers the player a choice- either stay here for all eternity, or find a way to prevent their meeting, either through blood or through guile.
Once you either kill or persuade Larsdon to give it up, go back to bed. Where you will awaken to Zora telling you that it’s time for your party- yes, I know, I’m confused too.
Appearantly, most of the bad things that have happened during the questline- our death, Falatild’s betrayal and Larsdon’s transformation, among others- didn’t actually happen. Go talk to the guests to gain a bit of background on what actually happened. Make sure you talk to Thane Larsdon who introduces you to his new housecarl, Servillus (aka one of Karras’ men that you met in The Beast Who Cannot Be Slain). Then watch as Falatild applies to be Larsdon’s housecarl and is rejected. When you’re done mingling with the guests, talk to Zora for a little speech and another completed quest.