I killed Alduin and returned to Throat of the World,where Paarthurnax and all other dragons took off.But I still encounter Dragons in the wild,Greybeards disappeared without a trace and I'm left like that.Is that how the game's supposed to end or am I missing something?

And one more thing,where do I find the blades now? They were absent from Riverwood for a while now...

The greybeards havent dissapeard i had a similar problem finding them but if you think youl realize they are where u last saw them which is in there sanctuary around the table you had the imps and storm cloaks gatherd at talk to the main grey guy he says gratz then for blades they should be in sky haven temple or we near markath

Dude, just because Alduin is dead, doesn't mean all the dragons are suddenly going to drop dead. The Greybeards - which you can find at that large table in their sanctuary - even say that the Nine may plan for Alduin to come back one day anyway, to fulfill his destiny.

At the very least, if you let Paarthurnax live, I imagine there's going to be some serious dragon in-fighting.