I just realized this. Staada appears in both Morrowind and in the Shivering Isles. The quest where you have to get Sheogorath's signet ring and you "kill" or banish her. Well she appears again as the Commander of the Golden Saints in the Shivering Isles. Is she in any of the books? Just wondering.
personaly i dont think as like maiq the liar shes more a returning easter egg char of TES then real important lorewise char
but never readed the infernal city myself so cant be for sure how big sheogorath role was in that novel as she mostly only apears if it involves matters with sheogorath