hi,
If I try to play a xivilai in Oblivion (I mean, as the main character), would that be ok from the lore perspective? How could I justify a xivilai inside the imperial prison? Thanks for help

Pretty stretched, to be honest. Given the current crisis, you could maybe pretend you were taken and are being tortured to get information out of. After the prison you can basically live in the wild, and that's it.

A xivilai would never be anything but an enemey to Tamriel, or at most something to study for mages ( as ally as well as for questioning). Anything works in your own world but lore-wise I find a xivilai hard to accept as just another citizen in Cyrodiil.

Yeah but if a blue elf walked past me in the street id find them "Hard to accept as just another citizen in Cyrodiil" Im joking. There would be camera phones everywhere, not from me. Id come up, knowing you, and say "Hi, Mirocu" (Yup I know there actually a Dunmer writing behind their computer) and everybody would be like "Owwww! Lets put this on Twitter Owww!"

Now you′re comparing our world with Cyrodiil and that′s a no-can-do

In Cyrodiil xivilais are hostile daedra, not a regular Citizen.