Interaction between Carcassonne: Bridges, Castles, and Bazaars and other expansions
Some Ideas

Admittedly I haven't tried the expansion yet, but here is my take on the specific issues you mentioned:

Builders in bazaar round: Just as bazaars gotten during bazaar round don't count as bazaars because it's not normal tile placement, the builder shouldn't do anything special, either.
Dragon with castle: I would force the follower to stay on the tile where he was before the city was converted, but I look forward to a more authoritative answer.
Non-oval castles: The rules specify "consisting of only two semi-circular city segments".
Bazaar road: It looks to me like it breaks it just as much as the Cloister from I &amp; C, which must break the road, unlike the other Cloister in the Bazaar pic.


Bazaar near end of game: No idea on this one.