When i released the dragon from the trap i left the palace and went to finish off another side quest. When i come back the dragon had gone and is no longer there. I have tried to use the shout but nothing happens ; due to this i cant complete to main quest for one of my characters as the dragon has vanished. Any help!? Thanks.

I guess you just stumbled upon a Quest crasher. See, nobody would expect you to leave the dragon once you free it since he's right there and offering the continuation of the quest. The quest is not meant to be abandoned right in the middle of an event. I don't think you can fix this now, unless with a console command if you're on PC or reloading your save. Next time, don't leave the dragon.

ha i thought this might be an issue when I thought "should i go stash some stuff in breezehome first?" the answer was an obvious No as i know these games and their quest killing bugs, so i knew there was a chance the dragon would be gone forever if i left.

OP lesson learned, always save a separate save before starting any major quest or breaking away from it for a moment....using only 1 save file is just asking for a freak out moment, especially when you save a buggy file over the game you spent days of your life playing

That's why I am always using 3 saves just in case and I'm always overwriting the one on the bottom. That way, incase any bugs come along, I can always roll back

It is spelled "Crimson"

Another recommendation is if you have a follower ask them to wait somewhere before you even tackle Ohdaviing.