Immortal Sorrow, in Nordic speech and speech native to Nordic legends sorrow was a past tense of sorry. Draugr are enslaved Nords, who were enslaved by the dragon priests during their lives to commit unspeakable horrors in the names of the world eater Alduin against their will.

As a result it was thought that the gods, aka the Nine Divines, cursed them for their cowardice for not resisting the will of the dragon priests and the dragons. As far as the doomed dragon hunter thing goes, it is probably a reference to the Blades, as in the draugr in particular that states it was probably a blade in the past enslaved by certain circumstances by the dragon priests for whatever reason.

Krosis was one of the main and most powerful dragon priests, and more often than not the ancient catacombs that you will find throughout Skyrim, and Solstheim (even those that do not have dragon priests in them) will most likely reference Krosis, as their enslaver. And even if that be the case I referenced the game to be sure and found that this is what the draugr are actually saying "Un unslaad Krosis". There is an extra "un". I listen to the media I recorded multiple times and even slowed it down to make sure. There is an extra "un", which changes the meaning quite a bit. It translates literally as Our unending sorrow, which shows us that they are indeed doing this against their will. Their minds and souls are still intact, but their bodies are what is being controlled.

In Conjuration you learn that the mind and soul are separate entities, and without restoring a portion of the soul you cannot use reanimation spells, and without restoring the mind your reanimated corpses cannot attack, but you control their bodies in actuality, like a puppet master. Seriously you should read the books in the Arcaneum on conjuration. it explains it all. I hope this helps.