Basically, I have killed a dragon then looked at a wall. I absorbed its soul and it says I have one soul, I tried unlocking it and it says dragon souls are required to unlock shouts?

I went on and did the same and now I have 2 spells to unlock and 2 dragon souls yet can't unlock the shouts?

I think you have to kill the dragon that is attacking Whiterun before you can do shouts. I ended up going to Bleak Falls as my very first place and learned a shout and couldn't use it. Then I killed the dragon in Whiterun and could shout once I was declared Dragonborn.

No. I had already did that. But I hadn't visited greybeards untill after I killed my 2nd dragon next to a wall.

The main feature of the game is now bugged? Bethesda have completely dropped the ball. Pathetic scenes.