Board Thread:Lore Discussion/@comment-212.219.177.120-20160107022406/@comment-173.81.113.240-20170127235858

Jyggalag is literally at THE weakest point that a Daedric Prince could be, existing without a realm of their own to anchor them and to gain power. But his death is still a very difficult thing to do even for a fully empowered Daedric Prince because he still has his Forces of Order which can invade at any time. At this moment, he is probably building up his power again and taking it slow to keep the other princes from discovering him.

As for why he did not appear in Skyrim, its because building a realm and powerbase can take millennia and Jyggalag was defeated and changed into the madgod long before the Daedric Princes truly took note of Mundus. But also, with the madgod now separated from Jyggalag, he acts as a buffer for the Prince of Order stopping him from gaining too much power as he did before. So is Jyggalag dead? I highly doubt it, probably rebuilding his power and coming to terms with everything that happened since being cursed. He is finally free and I doubt he would want to put his freedom to the test.