One day, I decided to kill every non-quest character in the Shivering Isles. Naturally, I got a bounty so I paid it off. I headed back into the city and the guards were still confronting me as if I had never paid the fine. I kept paying and paying but the fine would not go away. I even checked my stats and it said I still had bounty. So I did some research and apparently it's being caused by infamy. I checked my stats again and I had quite a bit of infamy. Luckily, I have the "Knights of the Nine" DLC so I went on the pilgrimage, and afterwords, it said I had 0 infamy. I fast-traveled to the Shivering Isles and I proudly walked into Bliss because I thought everything was fine. Guess what? It wasn't fine. They still confronted me to pay the fine and I still had the bounty. I don't wanna have to worry about getting killed every time I go to the Shivering Isles, so do you think there's a way to reverse this?

Note: This is only an issue in the Shivering Isles, not in Cyrodiil. Also note that I am Sheogorath so it's
very strange that they want me in jail.

Cyrodiil bounty is separate from SI bounty.

Once you're the Madgod, you can't pay off your bounty any more. "Go with guard" will get you taken to the graveyard, and if your bounty is less than 5000 you'll have the option of "pay reparations."

If you can't pay your bounty, go to Brellach or Pinnacle Rock (whichever one you didn't do the quest for) and attack a guard there. You'll get accused of a crime, but will be allowed to pay your fine.