... is there still any chance to finish the Arena matches and the Main Questline without feeding ? And if you choose your race to be a Dunmer (75% Fire Resistance) has it any effect on leveled sun damage you take ? I wonder if it is possible to finish the game that way since the Planes of Oblivion are quite "save" for your skin (except for when you remove a sigil stone and find yourself/your skin cooking and boiling under the highest sun where the nearest shadow to hide under is a mudcrab attacking you from behind/your behind ..

I can't think of any reason why you wouldn't be able to finish the Main Questline, though it would certainly be more difficult and you'd have to know what you need to do.

The Arena, on the other hand, is pretty much out of the question, given the only time to do Arena fights is in the daylight.