Board Thread:Lore Discussion/@comment-66.243.250.142-20150421073228/@comment-6881629-20151115102528

According to the Atlas of Dragons list Mirmulnir was one of four dragons still alive after the war (and the Blades), but 179.176.131.100 was probably right that Mirmulnir realized too late what you were and what you could do.

If a dragon dies and doesn't get its soul absorbed as said above it probably stays bound to the body, as the Dragon Burial Mounds had been around for a very long time before Alduin returned and started resurrecting them.