Board Thread:Lore Discussion/@comment-98.176.143.75-20150317121154/@comment-67.171.121.228-20150404155634

No, he's not a separate entity. Jyggy is fundamentaly a part of Sheogorath and nothing can change that permanently. Just as Akatosh is a little bit Aka and a little bit Lorkhan, so is Jyggy/Sheo.