I object with this:
https://www.imperial-library.info/content/interview-two-denizens-shivering-isles
I was really disappointed how they resolve Haskill's "mystery" in the ESO interview by making him into... a failure? A remnant of some failed mantler. It really ruins his whole charm of being something that showed Oblivion is more than just a Shadow of Mundus (more than the repetitive nature of Kings, Crowns and Rebels...)
So yeah, despite how everyone say Arden Sul theory is canon, therefore ignoring the expansion and what the Interviews state clearly or really twist the interpretation (seriously, the only excuse people come up against Jyggalag, Haskill and Dyus is that they were lying, a trickster, or unreliable... where the tale of Arden Sul happens to be truthful despite the discrepancy made by Zealots, Heretics and Madmens...), I'll just say that Arden Sul WAS the case of SOME if not all previous Greymarch where a champion rose up to try "weather the storm" (not defeat it, mind you), but it cannot be the same for OUR case.
The Arden Sul doesn't really deny or debunk if the HoK/CoC/some random schmuck managed to break the Greymarch, because the last Greymarch was a different case compare to all previous ones. So yeah, there's still ambiguity in the fate of Sheogorath.
For me, I really like the idea of the Twins (Sheogorath and Jyggalag) separating. Like Sheogorath is a Trickster, as everyone says, but for some reasons it boggles people's mind at the idea of Sheogorath FINALLY managed to flip the bird to all Sixteen Princes (and the cosmos) in separating his existence and not dancing to the tune of the Aurbis, no longer the cage or prison to house his brother, and of course, managed to steal the Divine's champion for his own gain (because that is the saltiest move to do against Nirn in stealing its savior). But no, no, he's a trickster in tricking the mortal mind. Narrative wise, I prefer the former since it fits the image of a DANGEROUS mad Daedric Prince... while the latter is just petty meh.