Where does it say that the Nerevarine went to Akavir?

Its a rumour in Oblivion. Since it is the only thing we have heard of the Nerevarine after Morrowind most people believe that it is true.

Every time Jyggalag took over the Shivering Isles he became Sheogorath.

There's no reason not to think that the CoC would simply do the same. After taking over the Shivering Isles, CoC became Sheogorath.

Thus, there's no difference. Same old Sheo that we've always known, just instead of having formerly been Jygg, having formerly been CoC.

they wont mention anything because exists this posibility:

"Ysome players never played shivering isles"

For all we know the whole Shivering Isle's plot could just be an elaborate prank by the daM doG himself to make fun of the CoC. And maybe Haskill is actually 'ol Sheo himself in disguise, who knows?

Nothing whatsoever.

There'll still be a Sheogorath, but other than perhaps a mention of the Greymarch no indication of it being "you" from a previous game.

Bump. Your player character doesn't become immortal at all when you assume the mantle of Sheogorath. All you do is assume his role to save the Shivering Isles from the greymarch. You gain the office of the ruler of SI, you gain the powers of Sheogorath and his lands and deeds but at no time is the player character elevated to a daedric prince and immortality. At one point you say to Haskill " But I'm not a Daedric prince!", to which he replies it is not of great concern as long as you hold the symbols of office. So your player character will presumably be gravedust by the time the adventure starts in Skyrim. Sorry about that. Hey now that is a spoiler!

Sheogorath being oddly absent from Skyrim and his shrine being replaced by Jyggalag's.

I'm still hoping for Haskill to of usurped the CoC since SI .. and ofcourse has been touched a little more by madness instead of just being extremely sarcastic...
also my character once completed SI did spend most of my time walking around in sheogoraths clothes and with his staff.. so i doubt many people would notice the difference

One of three things:
1. Haskill with "My lord is presently busy but has asked me to have you do these tasks."
2. Standard Sheogorath, CoC morphed into him overtime
3. Random voice set, Sheogorath has gone slightly more mad and is in fact every race. At the same time. Switches per sentence, completely unpredictable.

I like too think of my character eventually Becoming as mad as the Madgod Himself forgetting about his life Cyrodil, forgetting he saved the world from mehrunes dagon, growing a bead and morphing into old Sheogorath (LEGEND!) and a full blown Deadric Prince.

You only don't become deadric prince for Game play issues after the game whats to stop your character morphing. Lore is Lore its not truer if its written by Bethesda or your own hand.

If jungles can turn into open land and forests, anything is possible.

Because no here has played Oblivion, :dry:

Oh COME ON.

If you haven't gotten to that part, you never will.