So I exited a dungeon and was packed to the brim with gear, 300 weight.

Dragon shows up, battle ensues, kill it, collect soul. Mark location on map, go sell loot, come back, skeleton is gone...

I thought dragon skellies were permanent but this is not the case. Just a heads up, loot your dragons!

I'm pretty sure this is a bug. A dragon attacked Whiterun, and I was able to kill it with the help of the town guards... it died right behind my Breezehome. After a few more (real-life) hours of gameplay, I came back to Whiterun to discover the dragon skeleton was now located on the steps in front of Jorrvaskr.

Makes no sense.