Maybe this DLC will implement a way to wipe out the dragons, if they do then I'll be more inclined to fire up the main quest.
Pretty sure the Khajiit Caravans are immune to non-player-induced Death. I've seen the entire Caravan get Giant'd only to be camping out at Whiterun a day later.
The Caravans can, however, develop pathing conflicts and become stuck, or even take on odd routins. Ri'Saad began heading to Windhelm (Not his usual route), which left his companions running between Markarth and Whiterun without Ri'saad himself. A very odd bug that Self-corrected in about 30 game days.