So I finally broke down and decided to attune myself to everything I wasn't attuned to, and in the process, I noticed a couple of thing...

Frostwatch: Either there is no way (no NPC offering a quest) to attune there, or it is so well concealed, that 2 hours or so of searching couldn't find it. I even completed the entire Cults questline there, just in case attunement was a reward...

Shelter Pass: The outgoing teleporter doesn't offer up any destinations, at all. The window pops up, but no destinations fill it...