Or at least, the embodiment of Anuiel's will. His nature as a Daedric Prince of Order involves crystallizing everything and returning all to either stasis and logical prediction. Anuiel is the personification of the Aurbis, which was sundered by Sithis into the vast interplay of et'ada. This myriad of possibilities eventually led to free will (Nu-Mantia), which drove Jygallag insane as it defied the concept of logical prediction ("for with by the magic word Nu-Mantia a great rebellion rose up and pulled down the towers of CHIM-EL GHARJYG"). Hence the Sithis-shaped hole: Sheogorath.

Whenever he regains himself (usually when an imperial line like the Septim Dynasty or Akaviri Potentate is killed off for real), he attempts to reassert the logical predictability of Anuiel's grey stasis until he breaks down again. Jygallag -- or should I call him Ald, Father of Ald? -- eventually freezes the Shivering Isles with logic until it is restored as Lost Aldmeris, that endless city of Dawn, where his son Auri-El was supposed lead united elves to safety once the World-Eater devours the mortal prison. But just as the Dragon always lays the smackdown on the Dagon, the House of Sithis is always there to slap Mytheria out of its sanity again and restore Lord Sheogorath to the Throne of Madness.

Now that a mortal champion has assumed the mantle of Sheogorath in the last Greymarch, Jygallagis set free to wander the void like the serpent constellation and the blue star. With his insanity stolen by that brazen Cyrodiilic hero, can he now built a functional realm of crystal law and make Landfall upon the Nirn so the Thalmor elves can ride his mothership back to Aldmeris?