It's good to be back.
And yea, I've noticed that too. Other information giving information about Sheogorath's realm calls it The Madhouse or the Asylum, and is decribed differently than how Shivering Isles portrayed the realm. Which leads me to believe that one of the names is incorrect. Or theres a long, confusing story about the Sheogorath/Jygallag thing.
The terms "Madhouse" and "Asylum" were used by mistaken explorers of Oblivion when they visited Sheogorath's realm. They never went past the Fringe, which is very much a holding cell or "asylum" for visitors.
That's an inference I drew. AFIK, it's not in a book. Or is it? LOL.
I think the female Boethiah (aside from the fact that he/she can switch genders) was another mistake on the author's part. Why do some sources state his/her preferred form to be female, when he's obviously male whenever he appears? Probably confusion considering the Boethiah/Almalexia connection. Now whether or not Boethiah intended this confusion is another question altogether.