Board Thread:Lore Discussion/@comment-72.77.73.35-20140408131341/@comment-98.229.54.56-20140424202010

Dovakiin's pact with Nocturnal to be in the Evergloam as a Nightingale isn't permanant, I think. So I'd guess s/he would be there until his/her part of the deal is done, then go to the Hunting Grounds or the planes of Oblivion of the other Daedric Princes.