This is the first time I thought about a difference between 드디어 & 결국. Very good question, 알렉산드라! I'd like to share what I figured out so far after doing some search here and there. Hope it helps you!
드디어(순우리말) vs 결국(한자어)
드디어 You can use 드디어 to suggest that something happens after a long period of time, usually later than you expected it to happen
or to indicate results of some actions or events.
예) 드디어 시험이 끝났다. The exam has finished finally and we can assume that maybe the person who spoke has been longing for the end of the timeline by passing through a certain amount of time.
결국結局(맺을 결, 판(상황) 국) You can use 결국 to indicate that what you are saying is a somthing that had to happen in the end.
예) 그는 결국 성공했다. He eventually succeeded and this sentence tells us that his success was supposed to come true at the end.