After completing the Dawnguard storyline in favor of the vampire hunters, I was able to give the 2 scrolls (sun and blood) to Dexion, however the dragon scroll remains in my inventory. Is there some special use for it? i've checked with Urag gro-Shub and he will not take it. Note that this is after I've completed the main questline.
The Dragon Elder Scroll is used as part of the main quest. Paarthunax will tell you to go retrieve it if you haven't done the dawnguard quest that makes you get it. I imagine it won't let you sell it so that you will have it on hand when you get to that point in the main quest. (Note: By "the main quest" I mean fighting Alduin)