This quote from Vehk's Teaching interests me. Let's overanolysize this.

Blue is for the Blue Star Mnemoli. Bone-Ring I think refers to the Mundus or Aurbis, the Bones being Earthbones and the Ring being the Wheel. Jyg would be Jyggalag. So it would be "The Mnemolic World of Jyggalag" (which incidentally sounds like a good name for a cartoon). I have no idea what that means, so another tangent. Void Ghost is used in the 36 Lessons to refer to Sheogorath, presumably making the Trickster cults referred to Sheogorath cults. This would mean that Jyggalag and/or Sheogorath practiced Mnemolic magic. http://www.imperial-library.info/node/2234 claims that the Knights of Order aren't Daedra.

Mnemolic magic is related to the Star Orphans. What I suggest is that the Knights of Order are actually Magne Ge or something similar (foreshadowed when Dyus said that as well as Daedra, there were as many types of servants as "stars in the sky"), perhaps part of the Monster Legions that served the Chrome Device? Maybe the Mnemolic magic granted Jyggalag the power (both raw power and the armies of the Knights) that resulted in the other Daedra cursing him? I'm pretty sure all of this speculation is wrong, but at least it makes you think.

I think you might be on to something. Alternatively, you might just be -on- something.

What if Pelinal himself is a Magne Ge? He is The Star-Made Knight.

Side note: Glad I'm not the only one who thought that "Void Ghost" referred to Sheogorath.

It was obvious. 36 Lessons of Vivec said that the Void Ghost told Lie Rock to fling itself, and the Pilgrim's Path says that Sheogorath was the one who tricked Lie Rock.

Aetherial radiation sometimes crystallizes when it crosses the barrier separating Mundus from Aetherius. The Ayleids knew this, and made the fallen meteoric fragments a cornerstone of their society. When an Aetherial spirit falls from a star, the same thing can happen. Jyggalag snatches up these wayward star children and indoctrinates them to his will.