It has always been my understanding that ALL lycanthropes go to the Hunting Grounds after death. I believe that if Hircine is particularly perturbed by one of his "ungrateful" children (someone who regrets and tries to cure the lycanthropy), Hircine will send someone to kill them and they will go to the Hunting Grounds anyway.
I suppose another Prince could lay claim to the soul and take them before they reach the Hunting Grounds, but I do not believe that is made clear.
Lycanthropes typically go to the Hunting Grounds by default, but the Grey Host show that werewolves went to Coldharbour instead due to a bargain, and similarly, Faolchu also was sent to Coldharbour when he willingly submitted himself to Molag Bal.
It appears that the way the rules on ownership of the soul works is that it belongs to the most recent entity a bargain was struck with prior to death.
It appears that the way the rules on ownership of the soul works is that it belongs to the most recent entity a bargain was struck with prior to death.
probably. estre originally pledged herself to dagon but later did so to bal and she ended up in coldharbour