Probably it's because the Boletaria Castle stages are now in White Tendency.
The dragons start dissapearing the closer you get to Pure White Tendency. As you've defeated two bosses in Boletaria Castle, and estimating that you didn't die as Physical form, only soul form in any of the stages, you are now 60% towards Pure White, enough for the Dragons to dissapear.
Also, for you to use the Purple Flame Shield, you'll need to have at least 22 Strength. It's an hefty investment, but it's worth it, as in my opinion, the Purple Flame Shield +10 it's the single best shield in the entire game. I've used it even on NG+ and it gets the job done like no other Shield (Probably the Tower Shield can top it, but it's too heavy and has weaker Fire Resist).
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