The DLL missing message is generated when the loader tries to map the DLL inside the virtual addressing space of the process before the process is started (i.e. compile time dynamical linking). This means that the loader can't find the DLL. If the DLL is unpacked by the main executable, and the latter unpacks itself too, you should obtain two executables (the main EXE and the DLL) at the end of the unpacking process. If you've dumped the main EXE, I doubt that the is in the dumped file; anyway, the dumped file usually don't execute the unpacking code. I guess you should dump the DLL too.
Hope it helps