I know this is 7 years late, but I'm currently having the same issue. I have read Dragons of Winter Night until the end of book 1, to the point where Tanis + crew have recovered the dragon orb from Silvanesti. Then I have started reading Highlord Skies. The start of Highlord Skies seems to be before the start of Winter Night and tells the story of the blue dragon highlord.
Since, in Winter Night, the identity of the blue dragon highlord is still unknown at this point, it seems to give the secret away early by reading Highlord Skies after book 1 of Winter Night. It ruins the surprise when Tanis meets the highlord later on in the original book, since you've already read Highlord Skies and can guess who it is.
Despite this, I'd still recommend reading the books in this way. The first half of Winter Night tells the story of how the companions go to Tarsis, split up, and then Tanis' party go to Silvanesti and obtain the orb. Before the start of the second half of the book, there is a poem which sums up the story of Laurana's party and how they got the orb in Icewall. These events are documented in Highlord Skies.
It makes sense to me to read book 1 of Winter Night, then Highlord Skies, then book 2 of Winter Night which picks up at the end of Highlord Skies. This involves jumping back in time and switching narrative to follow the highlord for a while, however the ending of Highlord Skies flows nicely back into the second half of Winter Night.
I realise now that this answer is a little long-winded, but I hope that it helps anyone who comes to this question in the future.
As for Spring Dawning and Hourglass Mage, I will revisit this answer and edit it once I have read both books, since it's been a long time since I read Spring Dawning and I have yet to read Hourglass Mage