User blog comment:TESClaymore/Skyrim Answers from Bethesda/@comment-3097746-20110905055055/@comment-4533153-20110905134722

well either the protagonist from oblivion that became Sheogorath has become an exact twin of the orignal Daedra lord, meaning it wont seem like were talking to are old player, this is something i would not be suprised of seeing as its the daedric lord of madness OR Sheogorath is no more because the protagonist became the new daedra lord but being a mortal he was not the true ruler so Jyggalag may have been able to return from beyond the waters of oblivion and kill the new sheogorath and reclaim his throne, erasing the shivering isels and restoring the lost realm of order, Mytheria, but the possibillites are endless seeing as were talking about a realm of madness