So this is where I'll put random dragon attacks.
I was walking through the Wind District, like normal. Heimskr was preaching, I just bounght some spells, and was ready to leave. But of course, with Open Cities active, A DRAGON flew in the city! So I took out my bow and tried to find it (I'm using Imeersive FP and Enhanced Camera, so it was harder than it should). Heimskr kept preaching, but stopped whenever the dragon started to Shout fire (but started again when it stopped). When it was finally dead (I saw it at like 1/4 of it's health. Don't mess with Whiterun, then!), HEIMSKR WENT BACK TO PREACHING RIGHT AFTER.
So learned a valuable lesson today. Talos is there for you, even in a Dragon attack and the dovahkiin is spinning in circles trying to find it.