I have been out exploring and kept hearing a dragon, seriously 30 minutes of roaring. I finally spotted it and went after it. Stupid thing was opening a portal for one of the dead dragons to come out but it flew away before it finished. Now there is just a HUGE beacon of light lagging my game... Why do I feel like the 9 are behind this?

Hmmmm... never had that happen to me before, sounds weird though.

It happens, it is annoying. Do your best to kill the bandits that are shooting at him. The more they do it the better are the chances of him just stoping. It is weird that he never stops if you attack him but runs away when someone else does. HUGE oversight!

No idea what any of this means. Where does the giant light appear and who causes it to appear under what circumstances?

When you leave the cell, and come back, Voljutnaak or whichever Dragon he was trying to resurrect should be there and the Portal should be gone. That happened with me near Ivarstead.