One of the more interesting features of Dagana are the three stone Megaliths, known as “Sky Pillar Rock” (Do Namkhai Kaw), “The Rock of Ancient Steps” (Do Kelpai Genthey) and “The Frontier Sky Fortress” (Tha Namkhai Dzong).Legend has it that when Daga Trashiyangtse Dzong was being constructed, the megalith known as the Frontier Sky Fortress emitted telepathic messages to the builders stating that the Dzong would collapse if it was built any higher than it currently stands. Even today the golden cupola of the Dzong is said to be level with the tip of the megalith.

The Rock of Ancient Steps, lying 7km west of Sky Pillar Rock, is a unique flight of five steps. One of the steps is no longer visible and is said to have submerged underground. Legend has it that when the remaining four steps sink underground, the present era will come to an end.