Gunmar can be found at a radiant location. He says he's been hunting a bear for two weeks and he first wants to kill the animal to stop it from killing people. After helping him kill the bear, he'll head to Fort Dawnguard to see why Isran needs his help.
Sorine's Satchel containing seven Dwemer gyros can be found on the river bank nearby, about three paces south towards the river near a tree rooted in the rock. Alternatively, any Dwemer gyro collected prior to meeting her will suffice. With a high enough Speech level, she can also be persuaded to go immediately to Fort Dawnguard.
After arriving at Fort Dawnguard, Isran tests both newcomers for vampirism by shining a beam of sunlight into the center of the entrance hall. If the Dragonborn is a vampire, he won't grant membership until the vampirism has been cured and will suggest that Falion in Morthal is visited. This begins the quest "Rising at Dawn".
He tells Gunmar and Sorine about the current situation after clearing them. He will then summon the Dragonborn upstairs. The quest completes and the next quest, "Prophet", begins.
I've told Isran what I learned at the vampire castle. Isran has asked me to find Sorine Jurard and Gunmar, and bring them to him.
Objective: Recruit Gunmar
Objective: Recruit Sorine Jurard
Objective: Help Gunmar defeat the bear
Objective: Speak to Gunmar
I've found the people Isran said we'd need to fight Harkon and his vampires. Now I should return to Isran and help him formulate a plan of attack.
Objective: Return to Isran
After rejecting Harkon's offer to become a vampire, I returned to Isran and informed him of what I've learned. I helped him recruit several people into the Dawnguard who can help us fight the vampires.
Solution: Wait 32 in-game days from the time you completed the Companions quest; the cave should respawn new bears.
PC 360 PS3 After recruiting Gunmar and Sorine and returning to Fort Dawnguard to talk to Isran, the raised gates will not lower and nothing will happen after Isran finishes his line.
Solution: Exit Fort Dawnguard and wait 24 hours.
Other possible solution: Shoot Isran with a crossbow or other weapon while hidden. He will not be hostile, the gates should go down, and the quest will advance.
Another possible solution: If the gates go up and the NPCs aren't in the center with you (which is a sign that the bug has been triggered), immediately leave Fort Dawnguard and reenter.
PC Sorine's satchel will not be on the shore at all.
Solution: Find 7 Dwemer Gyros in a Dwemer ruin or Fort Dawnguard and return them to her.
360 You are able to completely skip this quest if you don't return at all before returning to Lord Harkon a second time.
PC 360 PS3 The quest marker isn't shown while recruiting Gunmar. If Dragonborn is installed, then there is a chance that Gunmar is on Horker Island, just off the eastern shore of Solstheim, so he could be there.
There is a chance that going to Sorine before Gunmar, the quest marker may not show up.
PS3 Upon entering Fort Dawnguard, the gates will raise, Sorine and Gunmar will not be present, and Isran will not say anything.
Solution: Leave the fort, and immediately re-enter.