Citadel Gate - First Encounter with the Dragon

Just to the left after the cutscene is a safe spot behind a low wall with a row of narrow columns on top. Run in here and pick up grenades and a small medipack.

If you linger too long before picking up the items, a swarm of locusts will emerge and attack Lara. If this happens, try saving and reloading the game. They should disappear. Otherwise, run to the wall with the columns and crouch there to minimize the damage, or run back toward Aziza and keep moving until the swarm disperses.

Don't even bother shooting at the DRAGON. Its golden armor protects it from your puny weapons. Either run past it as soon as you've picked up the items or stand in the safe area near where you found the grenades, as shown above.

Wait until the dragon has just unleashed a series of fireballs, then run around the corner...

...and run/jump or sprint past it along the street to the south.

Run through the gray archway and immediately turn left to get out of the path of the fireballs.

[Citadel Gate Walkthrough]