While it has not directly been proven that dragons exist, mere logic serves well, as many different cultures that were spread around the world had this flying, fire breathing lizard, despite them never having had any direct contact until recent times (Like America, China and Europe), was it coincidence? Well, no body has been found yet, however, some species, like Spinosaurus have the same problem, I think we all agree it exists, even though the only skeleton that was ever found of it got obliterated in Germany during the 2nd World War.
As proposed by "Dragons - a Fantasy made Real", Dragons could've had bags inside their bodies wich could've been filled with helium, wich could've made them lighter and able to fly easier, but that's not all, if it were like this, then the bags should have some way to empty them off, right? well, as we all know, hydrogen is highly flammable, that's right, their mouths easly could have produced an element wich makes hydrogen combust, so whenever it blew the helium away, it turned into a directed flame, pretty much like a "deodorant flamethrower" works.