Board Thread:Lore Discussion/@comment-108.253.68.177-20131021030335/@comment-24081142-20131025094920

Possibly true. Unless he retired or was replaced.

I stand by my point that, as the Lord of Madness, he could have had a bit of an 'episode', forgotten who and what he was, and wandered off. At that point, possibly Akatosh gave him the Dragon Blood for reasons of his own. This wouldn't work on any 'ordinary' Daedra, but Hok/Sheogorath might be a special case - even after you become Sheogorath, you can still get killed just as easily as before, so obviously the body at least remains mortal.

Also, does HoK retain their mortal soul when they become a Daedric lord? Or does the soul move on, leaving brain and body to be occupied by the spirit of the previous Lord of Madness?

Is it clearly stated anywhere in official lore that the Hero of Kvatch did become Sheogorath? Since there are many possible player choices, and only one 'official' history of Tamriel, obviously there are at least some options which a player can take but which don't become part of the official setting.