Defeat The Ra'zac
Near the Dragonrider's tower, when fighting the Ra'zac, magic will not work on them! You need to use your sword, Zar'roc. When its health gets down to halfway it will flee. Then you have to follow it and get it to Saphira, only her attacks will affect it at this time.
You can take on multiple missions at once. Or do
them one at a time.