And just like that, the next poor sap to come along and summon the Prince of Madness is met by his feminine side. Disturbing notion? Yes. Yes, indeed. So I drew up a quick concept of what a Lady Sheo might look like (other than what you would get in the Shivering Isles if your character is female):
https://fbcdn-sphotos-a.akamaihd.net/hphotos-ak-ash4/426429_350141385007378_100000345581677_1154592_1293871589_n.jpg
Now, before you yell blasphemy (though I can't say I'd entirely blame you if you did), this was just a dumb little idea I had for a doodle. I don't think ol' Sheo would be quite as awesome if he were a woman. But hey, it's not like it's some bizarre gender-bending experiment that conflicts with everything sane and rational. It's perfectly within the bounds of lore. And you do kind of take his job during the Shivering questline whether you're male or female....
But, I apologize either way for defiling the Madgod thusly.