I'm not sure there is a garantee that there is more than one piece of dragon ore (which is all you need). The two times I was there I both found two pieces, but I'm pretty sure the location of the second piece (apart from the hound's) was different, and I read on this board about people finding three. Maybe you were unlucky and got none of the random ones, or perhaps you missed a pile.
Anyway, if you really want more than one piece of dragon armor you might try pickpocket on Freyedies after he crafted the first piece. If you get his key you can get at least one more piece of armor in the kings personal room. (And go sightseeing in his treasury while you're at it.) And if you steal dragon ore you can give it to him, and he'll happily make another piece for you.

I found the pickpocketing (my guy had Lvl 5 at the time) only worked *immediately* after handing it to him, like just when he started trying to bash your head in with the hammer

I found one piece of dragon ore after killing 3 lava dogs. But where the hell ist the second ?

Very close - both pieces between the last lava you crossed and the end cave from memory. Use spirit eye to find all the ore piles.