Long ago before man came to Tamriel, Azura and the other Daedric prince's cursed Jyggalag into that which he hated most the embodiment of madness and disorder.. Sheogorath, because they feared Jyggalag would become too powerful. In the last days of the third era the champion of cyrodiil stopped the Grey march that threatend to destroy the Shivering isles and freed Jyggalag from his curse. since then Jyggalag has been taking his revenge out on the daedric lords that cursed him and now Jyggalag has the power they all feared. Azura knows she's next and only with the help of a Dragonborn can Jyggalag be stopped.
I think Moonshadow would be an awesome place to explore and Azura's Winged twilights would be able to fly sort of like the dragons in Skyrim. Some of you might think its unoriginal fighting Jyggalag again but remember Jyggalag in the shivering isles was at his weakest state, now Jyggalag is at full strength and would be about the size of Mehrunes dagon in oblivion. I also think that Azura's palace would be interesting and because its covered in roses, rose petals would fall like snow around the palace.
So this idea is of corse a work in progress and if you have any ideas do share, also understand this idea isnt meant to offend anyone Im just trying to make something we can all enjoy.