According to UESP:
On the PC, it is possible to use the http://www.uesp.net/wiki/Skyrim:Console to advance through the quest by entering setstage MQ301 stage, where stage is the number of the stage you wish to complete. It is not possible to un-complete (i.e. go back) quest stages, but it is possible to clear all stages of the quest using resetquest MQ301.
According to the info there, the console command
setstage MQ301 220should advance "The Fallen" to the point where Odahviing has agreed to help you but you have not released him yet. Releasing him would then be the opening move in the next stage of the Main Quest.
Not sure if any of these apply in your case, but here's the list of reported bugs with capturing the big O:
- Odahviing may stop moving and become invincible once you get him through the doorway.
- When Odahviing is captured, he will not talk to you. There is no option of talking to him, and he remains an enemy. This occurs after Vignar Gray-Mane has become Jarl but the Companions questline has not been started. Even after becoming Jarl, Vignar spends most of his time in Jorrvaskr. Simply do the first Companions mission and Vignar will leave the building. Once you get back to the Porch to summon Odahviing, Vignar will be there and the dragon will be captured properly.
- In some cases, when the player speaks with Paarthurnax about Odahviing and directly heads to the Jarl of Whiterun and defeats Odahviing without agreeing to start the next quest, an indication arrow requests the player to return to Esbern to receive information on how to lure Odahviing and will not clear indefinitely.
- Odahviing sometimes becomes hostile after releasing him. To fix this, simply exit the Great Porch, wait a few hours inside Dragonsreach, and return to Odahviing.
- After trapping Odahviing, you may fall through the ground and in turn be stuck under the map. It seems to be caused by standing under or near Odahviing when the trap is put into place. To fix this, simply fast travel, then come back.
- Farengar will not appear if you have killed him, but the NPCs present will still register him as being there, trying to obtain a blood sample or some scales from Odahviing. The NPCs will say their dialogue for this scene, but Farengar will say nothing.
- Odahviing may get stuck at the entrance to the courtyard and is unable to move forward, toward the trap.
- Odahviing will only fly around Dragonsreach and it'll be impossible to attack or interact with him. To solve this exit room and wait for 20 hours then re-enter