Skyrim – Where to Find a Good Map

So it actually seems to be not "unique", since it was encountered at least once in the exact same configuration by someone here. As in my case, there was the same combination of mammoth + dragon attack.

The elder scrolls wikia also mentions the bug of Skjor coming back, dead and clipping through objects.

Companions were also seen wandering far from their place here and here.

So my guess is: it might be implemented in the game that Companions go at random places in Skyrim to hunt big hunts (after all, they are supposed to be the mightiest warriors). Maybe it is triggered by becoming a Harbinger, maybe not (would need other conclusive proof).

Skjör seems to come back often, it might have happened in my game without me realizing. It seems to happen to Kodlak too from time to time. Being close, Njada followed and helped them too.

Both her and Skjör joining might be an effect of the CompanionFactionMinusBrillAndVignar faction. This faction thing could actually be the reason behind Skjör and Kodlak "resurrecting"

Edit: video of the bug happening: here and one with a variant here

In your case, yes, it is. Maxing one single skill doesn't affect the difficulty of the game so much. And, as long as the skill is Smithing, you're improving your defense. Additionally, remember that there is a one handed sword trainer in White Run (make use of his services).