Did the dragons possibly return from Oblivion through the Great Oblivion Gate(s)? most likely the one opened over Kvatch.
Or were they simply pushed to retreat into some extinct volcano or cave?
(not looking for a definitive answer, as to my knowledge we have not been told, but just to post ideas on how they returned.)
Edit: Realised i messed up the quote. should be "...the time after Oblivion opened..."