Went back into Morvunskar for the first time in a long time. We were starting to whack the Mages when they all (except one in an obscure room) fell dead. Yup, it was Sanguine's doing.

After re-learning that there isn't much dialogue to be had, I attempted to pickpocket him. Didn't work. I expect this is the only opportunity to try pickpocketing a Daedric Prince, although I guess I could go back to where Sheograth gave me the Wabbajack and try it there.

Is it in "A night to remember" quest?

Psst: That information do cost you a lot of money to Isolda.

And you will lost the loot from a hagraven that way.

... and more important: Where is Esmeralda? She should have cool back feathers!?

That quest is one of the most awesome in the game. It reminds me a recent trilogy of movies, that was really nuts.