I made my way through the Silenced Tongues quest and I'm at the last room. However it has Kvenal, Drougars and a Frost Atronach... I can't kill these things. I even have the Sanguine Rose and the Dremora gets slaughtered. There is a shout on the wall and even though I stand there forever while my Dremora distracts them it wont give me the shout. Why not?

I thought it may be because I never went any further in the main quest so I never talked to the Grey Beards or whatever, but I got the shout off the wall in the Dark Brotherhood.

I think you should at least do the Greybeards' quests. I don't know why you can't learn this word when you learned the one at the DB. It's going to be tough without the words the Greybeards teach you though, because I find I use those the most.

I also had to back out of that dungeon once, and come back at a higher level to wreak my revenge.

You don't need to have seen the Greybeards, or even talked to the Jarl in Whiterun in order to learn shouts. I have several characters who've never even started the main quest (so no dragons) and they still learn words from the Word Walls. Now, you can't unlock them unless you start up the cliffra--I mean dragons, but you should still be able to learn any words you come across. Unless they're bugged, that is.

^{I don't think you can learn shouts when the battle music is playing. Kinda like how you can't fast travel in the middle of a fight.}

I had trouble with that too. I managed to distract Kvenal and sneak past him, get the shout, and then hightail it outta there without him catching me. The Atronach is a summon, I think; as for the Draugr, I waited at the door back into the rest of the dungeon and killed any Draugr that found me.

EDIT: Yes, you definitely can learn shouts while in combat. It does make the combat significantly harder due to blinding you, but it's possible. Surviving is often another matter.