So Im finishing my dungeon and Im at the room where I want Dragon. The problem is Dragon flys through walls.
And I need exactly Dragon to fly around the place since the place is very big and fight happens in a bridge.

Im pretty sure I cant make it with Navmesh. Do I need to make it with some of those boxes ex. Occlussion cube or roombound?

no idea, im trying to sort out why this happens too.. in exterior world a dragon will still fly through the ground etc even though ive made navmesh, and given it more than adequite "Airspace".. lol
it's a bird..a plane... No it's a Dragon! ahem sorry about that.


if i find out anything ill let you know

Unfortunately I don't have the answer, but have you guys had a look at outdoor cells in vanilla Skyrim? They may use some kind of bounds as was mentioned in the OP?

Try collision instead, they cant fly through collision.

I have an exterior cell I have made where Dragons fly through walls, ground, water etc... I like the effect and have said named them Ghost Dragons.... How ever I did try to stop this at first and found Collision did not help
I yellow blocked all my walls with collision. I tried some variants invisible wall etc and they still fly through. I did find they will land on perch locations or where there is absolutely no navmesh. Not really sure why this happens
Oh and this has happen way back to version 1.4 so this is not a recent bug or something like that,

I would like to know the answer as to why they do this though.

You can add a spell to the dragon that will make it flightless, I don't remember the name of the spell at the moment but if you search for flight or dragon I'm sure something will show up saying something like: "abFlightless" or something like that. Just add that to the dragon and it should stay on the ground.