I finally had some time and some sous, so I unlocked and used the summon Durnehviir shout. Upon learning the third word of Soul Rend from the dragon, and watching him soar away in the distance, I went to Tel Mythrin, and I'll add that I was on Solstheim all along, and after I get in, talk to neloth and then get out, who do I see in the sky? Old Durny! He keeps circling and roaring! I tried traveling to Raven Rock, but he still followed me. The only good thing is people in Raven Rock don't give a buck, and keep calm, and don't mind the dragon.

Does anybody know what to do to dismiss Old Durny? I like to play it stealthy so having a roaring dragon over me isn't very good...