Just killed a blood dragon (random encounter) but the body just stays there and does not turn into a dragon bone corpse. So I get no soul either. Is this a bug? Or do some dragon just don't turn into a soul?

I had this happen aswell but with the low lvl dragons, what lvl are you?

Currently lvl 29

I've found this seems to happen if a dragon spawns near to where a previous dragon has spawned

Happened to me also, must be a bug as you should absorb all dragon souls.

Try to push the body over with the force push shout(don't remember real name) or ice spikes

Save before attempting this or you might send the dragon to Oblivion, never to be seen again.