There's evidence that Thranduil may have lived in, and have been a survivor of, Doriath in the First Age.  The original long entry for SA750, given in HoME 12, reads:

> Remnants of the Telerian Elves (of Doriath in ancient Beleriand) establish realms in the woodlands far eastward ... The chief of these were Thranduil...

Naturally the timeline was subsequently altered, but it's unclear if Thranduil's past was lost owing to compression (a point which CT touches on in his commentary) or rejection.

If we accept compression, then following the Ruin of Doriath he would have been part of the Elven colony at the Mouths of Sirion and/or on Balar, and would have seen dragons in the War of Wrath.