Disclaimer: this has nothing to do with the quest
Instead what I wanna discuss is headcanon and extended playthroughs. One of the greatest strengths of the TES games in my opinion is that events from the games are left deliberately vague, allowing you to form your own headcanon as to what happened.
I like to make connections between my playthroughs of Skyrim, Oblivion, Morrowind and sometimes even Daggerfall because it adds to that grander sense of a wider narrative.
My most recent playthroughs were inspired by a UESRPG character I created: Kurgan gro-Korgrom. This inspired an Oblivion playthrough where I played as an Orc, Korgrom, who slowly came to respect the prosperity and grandeur of the Empire after having left Orsinium. He would start out as a typical Orcish warrior, bearing Volendrung and fighting whoever he felt like; but change would come as he witnessed the devastation of Kvatch and would go onto eschew his races' reputation as being backwards barbarians by becoming Champion of Cyrodiil and the Divine Crusader. Through these events, he forsook the worship of Malacath and was Imperialised.
The next then, would be Korgash gro-Kurgan. Having lived in Cyrodiil for centuries the Orcish family were, "on all levels except physical", Imperial. Like many before him, Korgash signed on with the Legion and became bitterly disillusioned after the horrors of the Great War. This is an ongoing playthrough; after having made a trip to Skyrim, Korgash's ship was run aground and, with nothing to his name but a suit of old rusty legion armour, trekked through the wilderness to Dawnstar. There, he worked in the mines for money, before repairing his armour and setting off as an independent bounty hunter.