I am playing on the Xbox but I have experienced the Alduin bug that you mentioned. Would I be right in thinking that the first time you met Alduin, he took damage. But you were killed during the fight and after you reloaded the autosave, you found Alduin takes no damage? The problem is that when you first meet Alduin, there is a cut-scene active where Alduin is talking and cannot be attacked/killed. An autosave then occurs, then the cut-scene ends and he can then be attacked (i.e. he can now take damage). However, when you reload from the autosave, for some reason the part of the cut-scene that enables Alduin to take damage, doesn't trigger. Thus, that particular autosave is broken and will always result in Alduin not being able to take damage. As far as I know, there is no way to fix that particular autosave but to reload the next prior savegame and continue from there (maybe there is a console command?). When you do that, you should find Alduin works again. Note that when you do that, look for the autosave to happen again, then wait a couple of seconds and then manually save. This will allow you to have a savegame during the Alduin fight that gets past the bug.
As for the Draugr, that graphical effect is actually intentional and not a bug. You will also find that the weapons these particular Draugr drop have a unique name (I forget what they are called but they drain stamina) and have the same graphical effect to identify them as being different to the weapons that normal (textured) Draugr drop.
I think the the developers should have also have given these particular 'etheral' draugr a different name, like they did with the weapons they carry. It would have prevented this confusion.