The female lead is the daughter of a duke, I can't remember if she is adopted or not. She has two spirits. One is called Alpha and takes the shape of a blue wolf and the other takes the form of a small red dragon. I also remember that her escort knight is from a family that isn't friendly to the duke's family. I also remember that the duke and the knights go missing because of a dragon's illusion and the female lead takes over as acting lord for a while, which leads her to fighting an enemy army by flooding a river they are crossing.
The answer is I Am a Child of this House / I Belong to House Castiello.
11-year-old Estelle never imagined she’d be sold off by her own mother. But the buyer is the one and only duke in the empire, Ein Castielo… and he’s Estelle’s father?! Feared across kingdoms for his blood-red eyes and the immense powers of his magical lineage, Ein is the cold master of House Castielo. His sworn enemies and dashing knights could become Estelle’s, but does being his rare daughter really mean she is a child of this house?