Have you even seen the trailer? After the dragon uses its flamethrower, we see Dovahkiin standing from a crouch and there is fire directly behind him. So, the shield theory is out. And I doubt that "tgm" was used, as the trailer is all Xbox 360 footage (use of console commands is only available on PC). So, the natural fire resistance or the potion/spell theories remain.
Yes I have. Probably around 15 times.
Do you really think they don't have cheats like tgm for a 360 version? They use it all the time while showing a game to an audience. The Oblivion E3 demo for example.
As for it all being 360 gameplay, I'm not buying it.