Here's a question that came to my mind (I do not know if there is a correct answer but if there is no known answer perhaps we can speculate here):
If you are both a Nightingale AND a werewolf at the same time (which is possible in Skyrim), and you die, to whom does your soul belong? Hircine or Nocturnal?
This has been discussed several times before. There's even a http://www.gamesas.com/topic/1365185-followers-of-multiple-daedra/ here in the Lore forum which answers that question.