What I suddenly wondered is what if the Thalmor succeeded in "unbinding" Lorkhan and ending creation, bringing about another Dawn...and then nothing actually changed for them because while Lorkhan was no longer present, Jyggalag would then step in and take Lorkhan's place because the Dawn would be a representation of Chaos, and Jyggalag would want to bring some kind of order to it.
Like I said, I'm massively tired and not tracking all that well, so maybe I'm just out of my gourd but...would that be possible? If Lorkhan was removed - could something step in and take his place? Be a heck of a way to end the Thalmor plot - ultimate victory is there and...nothing happens.
It would also explain why there's not even a whiff of him anywhere in Skyrim. (I understand the in-lore reasons that might be possible, but it still seems strange that he'd get all that build up in Shivering Isles and not even a mention in Skyrim)