You should be able to save after the conversation with Ygerna (and Behrlihn, if you picked him rather than Bellegar). A save at the end of the dragon escort would be better, to still get the cutscene and conversation afterwards.
Technically there is a difference between not doing one section and not finishing the game, but if you're going to skip the escort (given the relative simplicity of the final fight), the only thing you'd really miss watching a YouTube video of the ending would be getting an achievement. Here is a video of just the
escort mission.
