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.
There is a bug in the game where if you buy back the Elder Scroll (Dragon) from Urag gro-Shub after earlier selling it to him, you won't be able to sell it to him again after completing the final Dawnguard DLC main quest, Kindred Judgment.
Related patch note:
UDGP v1.2.3 - (2013-06-29)
After completing Kindred Judgment, it is not possible to sell the Dragon Elder Scroll back to Urag. This has been corrected. (Bug #12490)
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)