I heard that Daggerfall has several endings. Which one is Canon?

None of them, and all of them. Read: http://www.imperial-library.info/obbooks/warp_west.shtml

Imagine if a die were cast. Now imagine that, because time is now broken and non-linear that instead of one outcome, you get all six outcomes. You have six people in the room, and they all saw different outcomes.

This was basically the ending of Daggerfall. Every possible ending happened at once. When the Dragon (akatosh) got back in control of time, his Jills (kind of keepers of time) fixed everything so that time became linear. This is why we were left with the current state of Daggerfall's kingdoms.