One thing that has bugged me about Yagrum Bagarn was that he escaped the fate of the Dwemer by being in some "Outer Realm" at the time of the Grand Incident (or whatever is the technical term). I've always been curious by these "Outer Realms." Was he in some plane of Oblivion? Was he on one of the dead Aedric planets? Or does he use 'realm' in a more medieval sense, i.e. was he in Yokuda, Atmora, or Akavir?
Perhaps the more appropriate question to ask: Has there ever been any explanation on these "outer realms" outside of Yagrum's dialogue?