@InsaneInsomniac
Keep in mind the power level of dragons varies WILDLY over literally thousands of different fictional and mythological interpretations. And even within a single mythos not all dragons are equal.
In plenty of interpretations ghosts can sometimes kill dragons. You even acknowledge that some mythos have dragons killed by heros; some slashers are probably hero-threat adjacent. Someone like Jason, super strong nearly immortal with some mysterious ghost related abilities would be plenty threatening to even a Dragon in most cases.
Or consider something that's more supernatural/conceptual like It or Nightmare on Elm Street. Something that can manifest your fears or enter your dreams. Plus stuff with psychological elements that play on basic fears like paranoia or anxiety a la the Thing or It Follows. I don't even watch that much horror and I can think of plenty of examples. As a general rule a less clearly defined threat is usually scarier when it comes to horror, hence it's oftentimes difficult to say in absolute terms if they could threaten a dragon or not.
And regarding the needle example - if you subscribe to the trope of dragons having a single weak spot that an arrow or knife could kill them through, or a particular substance that weakens them, then they might fear a needle. But again, there are no universal conventions for dragons.