I went to a place called Ironbind Barrow and met a girl and a Mage there. The mage's name was Bee-ja. They wanted to get treasure out of Ironbind Barrow, but when we reached the treasure chest, a dragon priest appeared and started attacking me, so I killed him. He didn't have a dragon priest mask like the other (usually masked) dragon priests like Nahkriin. So is this dragon priest meant to have a mask or not?
Warlord Gathrik is the boss of Ironbind Barrow, and depending on your level, he may appear as a dragon priest, although he may also be a Draugr Deathlord instead.
However, even if he spawns as a priest, he is not one of the dragon priests that carries a mask.
There are only a few dragon priests that carry masks, and they are:
You may encounter other priests (named and unnamed) in your journeys, but other than these they will not carry masks. The UESP page on Undead contains a subsection on dragon priests, and has links to the locations of all of them.