Septimus has died, I've talked to that weird thing and I've left Septimus' outpost but I don't have the Elder Scroll. I've looked everywhere online and it says I should have it or I should buy it off of Urag, but he doesn't have it. Can anyone help me or should I go to my last save which is hours behind and start again?
The Blood Elder Scroll can only be obtained in the Soul Cairn, which is given to you by Valerica. You must travel with Serana (Quest: Beyond Death) in order to talk to Valerica get the Scroll.
The Scroll cannot be bought, but it can be sold if you sided with Dawnguard to Dexion Evicus.
The Dragon Elder Scroll can be obtained from the Tower of Mzark in Blackreach. You're sent there by Paarthunax if you're recognized as the Dragonborn by the Greybeards (Skyrim Main Quest).
Alternatively you can get it from the quest Discerning the Transmundane, which is triggered by talking to Septimus Signus at his outpost (North of the College).
The quest with Septimus won't require you to get the Scroll, but in the process of completing his quest (transcribing the lexicon) you'll find the Dragon Elder Scroll.
The Scroll is at the Dwarven Machine that also gives you the Runed Lexicon.
However note that Septimus is not-essential. That means he can die and you won't be able to complete the quest.
The dragon elder scroll can be found during the mission "Discerning the Transmundane". Note that although the quest takes you through all the steps needed to obtain the scroll, actually obtaining the scroll itself isn't an explicit part of the quest completion (presumably, Septimus didn't know there was an ES there). If you don't have it, chances are you completed the required steps from Discerning the Transmundane (transcribing the lexicon), but didn't actually go grab the scroll from its receptacle.
Return to Mzark through Blackreach and enter the chamber where you completed the Lexicon puzzle. Check at the center of the chamber for the scroll.
The quest says to talk Arngir (greybeard) or Esbern (blade). Either one will tell you to go to the college and talk to ask there and the quest marker will lead you to Urag but there is no option to talk to him about the scroll and he does not have it.
If you have already gotten the sphere and the cube from Dexion (transcerning the mundane), ignore all that and just head to Blackreach (via the access point in any of half a dozen major dwemer ruins). The scroll is in Blackreach in the Tower of Mzark.