"members of a different race can enter Sovngarde by proving themselves worthy"
The Ebony Warrior is added by the Dragonborn dlc. The fact that he doesn't show up in Sovngarde could just be down to them not going back to the Sovngarde quest and adding him to the list of possible npc's that can appear.
One of my friend trapped his soul in a black soul gem, so he likely went to the Soul Cairn. He did it as the ultimate finish to his evil character. Denying the Warrior Sovngarde and damning him in the process.