Next would be either the Stout Mines or BoOgre caves. Give up yelling at the dragon, it doesn't work, just run. The Stout mines are SW of the castle and the Boogre caves are NE of the castle across the little lake. I suggest you make a clean save before entering either one and keep that save seperate until you complete the area. I had a buggy problem that forced me to go back to mine in the Boogre cave, it didn't happen the second time.
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