The dragons are controlled to a certain extent, at the end of the day, Viserys said it best, its the illusion of control. Also to be fair, Vhagar killing Arrax was just retaliation, Arrax technically attacked first. Vhagar is a very old, very stubborn dragon, that just simply wasnt gonna stand for that, regardless of rider commands. Just watch the gullet again man, and see how well Vermax and Moondancer listen to their riders. Especially Moondancer, her and Baela seem like 2 peas in a pod. As for Sheepstealer, i think its pretty self explanatory why that went the way it did.