That's not how it works. If a comet is said to foretell the return of dragons, you don't have to know the precise circumstances, you just assume that it has happened and that the only surviving member of the dragon rulers is likely involved. That's how prophecy works.
So there are "rules" to prophecy now? Remember, Melisandre said
nothing about dragons... it was
Osha that mentioned it, after mentioning two other possibilities for the comet's meaning (implying that the true meaning of the comet is in the eyes of the beholder).
To put this more plainly:
- Person in Lannister's camp sees comet as "Lannister Red", meaning Lannisters will win the war
- Person in Stark's camp sees comet as "Ned's Blood", meaning Starks will have their revenge
- Person in wildlings camp sees comet as "Dragons are Returning", meaning... yeah
- Melisandre (in Stannis' camp) sees this as "Great Warrior Arrives", meaning... yeah
Point is, who knows what's actually going to happen? Everyone that looks at the comet believes it means something different. We don't actually know what it means yet. Attributing it to Melisandre and dragons is possible, but the show hasn't made that link. The *only* link to dragons thus far is Osha's idle speculation (accompanied by other theories on the comet's meaning).
Linking the comet to anything else is speculation at best, and linking Melisandre with dragons is a massive stretch (thus far).