If i understood correctly what happened when we were in the Skybreaker is that Deathwing was basically running for his life, trying to reach Deepholm and recharge the batteries with Oldgodgizer.

He realized that Thrall was able to handle the Dragon Soul, and while the first shot had not been fully on target, he had lost a couple of the plates of his armor. Deathwing knew another shot would be fatal (as it was).

About why didn't he "just shot them?" in wyrmrest temple, i can only speculate: he saw himself so much more powerful than the other aspects together (he is crazy, remember), and he really believed that we were no match for Ultraxion. So like a kitty does with the mouse it has just catched, Deathwing was toying with us.

Judging by what I've read and seen. Ultraxion was actually the person who would bring about the end of the world as we saw it in the End time dungeon. I mean he pretty much repeatedly in his encounter attempts suicide from what it looks like in my eyes.

From this standpoint I think ole Dw'a was basically waiting for his "secret weapon" to do the job, but of course he failed. Perhaps maybe Deathwing wasn't as powerful as he put off (?).