I started playing Dawnguard DLC before I finished main quest line - I was right before the part where I had to find the elder scroll to defeat Alduin. As I was playing the DLC I got bug where when taking the (dragon) elderscroll, it disappeared so I had to use a command to get it. Well that started the quest Alduins Bane. Then I finished DLC done few side quests and realized my mistake. When I travel to throat of the world to talk to paarthurnax he starts speaking to me then stops after his dialog and nothing happens. Is there is a way to set it back to the mission before Alduins Bane without losing my progress?
I'm not sure, you could revert back to an old save before you got the Elder Scroll, you could use a command to finish the main quest, but I'm not sure if you'd want that. The best thing for it is to simply revert back to an old save.