I only have three spare souls saved. I had five at one point, but when the dragons stopped granting souls, I thought maybe the game has some sort of upper limit to how many you can store, and it's only five. It made no difference, though. Also, I killed one dragon four times (or five, but one doesn't count since the wyrm fell through the mountain to oblivion), but it again made no difference. It never granted the soul. After that the next ones were as stingy. If I still lose one more soul, I'll deem this condition permanent and start to look for a console command. I guess there needs to be one. Not that I'd have at the moment any shouts I'd consider worth unlocking - as long as the dragon souls seem this hard to gather.