I went to the desecrated ruins for the lady of the night quest, and decided to kill krysoradir on the same run for the shard.
But when i got to his cave there were just a few yetis...
Is this some glitch?
Your screen shot seems to show you're in the right spot.
Did you kill the dragon a previous attempt and forget about it (just double-checking)?
This --might-- be a simple case of map loading error. Typically those are fixed by reloading the map. Make a back-up save, than do a forced map reload. Either load a game outside the area (step outside, quick save, reload, reenter dungeon; or stay at an inn). Use the back-up save if that makes things worse.
Yes. Named dragons are unique creatures that -should- spawn until they are killed. The most likely issue is the aforementioned map loading hiccup. A much less likely issue is a corrupt save file in which the game checked erroneously marked the dragon as killed.