So I pass up the Khajiit merchant and his fellows as he's leaving Whiterun, I walk for about 2 minutes and a dragon swoops around me. He just keeps on swooping and won't land, but the combat music is playing. He's too high up for my arrows or magic to hit him (why?)... he eventually flies off, and fades out of view. I think nothing of it...
On my way back to Whiterun several in-game hours later, I come across a few "burned corpses" and a few weapons laying on the ground next to them.
I think that dragon just killed my Khajiit friends

I doubt it, honestly i mainly just doubt one dragon could take 3 npc's.........

also you find evidence of dragon attacks like that around the world probably just a coincidence.

I guess I will find out if I never see those Khajiit traders again.

I think one of them is essential unless you have done that quest already....

As long as Ysolda <3 was no where near them, it will be okay.

Well, don't know about the dragon in your game...but I've seen a dragon take on more than 3 npc's, without taking much damage...

On topic, I'm quite sure they're fine...likely ran off or something!

I guess I'll never know who the burnt up weenies are. Why does their names change to "burned corpse"? I guess it's realistic and all, but it's annoying, too.