How to do Regrets of the Dreadwolf properly ?

Hi all

My first character could not trigger the last dreamsequence "Heights og Althim" I think was called. 

On my second character I have done all the regrets simply by exploring (the first staute starts the quest). Which made the quest go away as completed when all statues have been collected...

Is it safe to collect all the regrets (statues) before getting the quest where you get one statue handed to you (in the cobbled swan I think it was)?

I read about not being able to place the statues if you collect them before you get the last one in the cobbled swan

It would be super frustrating to have the quest bugging out on me again, not sure I will start a 3rd char if that would be the case...

Somebody knows in what order you are supposed to do this ??

Cheers