In Shivering Isles DLC we saw the "rebirth" of Jyggalag after the greymarch, but in Skyrim he was absent. This could be since it had only been 201 years and that isn't a long time for a daedric prince, he might still be recovering from the greymarch battle, but what about TES6? It wouldn't be a hard thing, he already has his own type of cultist and his plane of oblivion is very well explained in the DLC. He could even be the antagonist in the daedric prince DLC the last TES games had (Bloodmoon, Shivering Isles, Dragonborn).