I am thane of Riften and I bought the house and when I went to kill the dragon in the area with Iona. She disappeared. I was riding Frost up to the mountain and when I gotten to the top I waited a couple mins and she never shown up. I killed the dragon went back to the town and gotten my reward. When to my house and Iona never came back. I never gotten a letter either saying that she died.

She might have disappeared. There's a glitch in the game that causes NPC's to disappear.