Well, one has to consider exactly what Zhaitan is. He is one of the five dragons which, as tvtropes says, are closer to being eldritch horrors than your usual dragons. Take their commanders: there are two that I know of in the game, the Shatterer and Tequatl. You can't expect to kill them without tons of people, in game. That's because they're just too much. DE supposedly became good at killing similarly powerful dragons, but they should be the five strongest characters in the setting. And yet they couldn't kill one of those dragons even with the help of Glint.

No, killing a dragon is out of the question for a small group of individuals.