This bug was around for a while. Have you tried to reload the save and kill the last dragon again? Also, in case of some people achievment comes up when they kill their first dragon in second playthrough.
Anyway, try to do it like this:
1) Make a new save where you already have all the dragons killed
2) Load the save from before the fight with the last dragon
3) Kill it. An achievment should display.
4) Once it's done load the save that you created in 1). Now you should have an achievment.
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