I'm beginning to think that this "Ghost Gate" truly is a ghost -- a see-through ghost that floats from place to place. I wanted to complete the Seven Graces (Pilgrimage of The Seven Graces) quest by visiting all of the Shrines associate with the quest. I've visited all but the Shrine of Pride which I keep hearing is behind this "Ghost Gate." Try Googling to get information on how to find this gate and 10 people will give you 10 different directions. I and a guild-mate of mine spent two hours looking for it and I spent another 3 hours on my own. I'm beginning to think it's a phantom gate that doesn't actually exist or that it moves from place to place.
On a different note, I'm also looking forward to the day that ZOS will allowing their paying customers to collect Coldwind's Skull in Wrothgar but I'm not holding my breath.