while reading some of the books in game ,and talking to delphine, paarthinax and dumvr ... the dragon in the soulcairn ; i started to wonder , how the return of the dragons a Tamriel wide phenomen or just localized in skyrim

I'm pretty sure they are localized for the time being, but I think after they destroy Skyrim they spread across Tamriel and eventually worldwide

It's localised, at least for the time being. The Dragon Cult was based in Skyrim and many Dragons were entombed there.