I have had a few dragons do that to me before Dragonborn was installed, never saw them again. I even chased one hoping it would have to land, no it just vanished into thin air. Despite obviously hitting them with Dragonrend it just does not seem to be enough sometimes. Some were on the ground when hit, they took off just fine.
I am not absolutely sure, but when I went to that island there was no dragon there, but I have caught a snoozing dragon elsewhere, so maybe he is just a random event.