If I recall correctly, the Jills are spirits who take the form of black dragons serving Alduin. Basically Alduin's version of Akatosh' minute maiden angels.
Can't remember where I read this though... Might've been tvtropes.
Ah, here you go. http://tvtropes.org/pmwiki/pmwiki.php/Main/OurAngelsAreDifferent under Examples -> Video Games "The Elder Scrolls has a race of beings called "Jills," which are described as "the minute-maidens of Akatosh," and function as Angels in relation to him. In Skyrim they will make their first in-game appearance as massive black Dragons that will try to eat your face off with some regularity.
Many lesser Daedra could count as Angels as well, depending on how you view their respective Prince."
That explains a lot! Thanks! Well from the looks of it, that dragon in the concept art may be :
i) Alduin using an Unrelenting Force shout
ii) A Jill using an Unrelenting Force shout
iii) A 'regular' type of dragon, being black and having a wind attribute, therefore using an Unrelenting Force shout.