Oh yeah, you're right. He does get a mention in a loading screen for Oblivion.

Does he? Which one? The only one I can think of is the "No one has escaped from the Imperial Prison since the days of Jaggar Tharn."

I have no idea but thats how I want it to happen:

The empire failed to hold Skyrim and it is now indepedent. Ulfric died in battle and the moot chose some other jarl for high king. There are still rare sights of dragons, but none dared to attack. As for the dragonborn, he is venerated and becomes "divine-ish" protector of Skyrim.

This. Only what lore the devs opt to make reality next. eg. Stormcloaks win the civil war has a disasterous effect on human survival as a race in Tamriel. So the Mer (led by the Dominion) conquer the white gold tower and once again govern Tamriel like they did millenia before the Atmorans or Yokudans arrived.

Or the DB quest line has a significant impact with the high ranking target your DB has to take out.

Or the dunmer finally die out because they were so scattered as a people across Tamriel etc etc.

Wonder why folks tend to obsess over what the fate of TES heroes/heroines happen to be after each TES. The central character (your char) is a mere mortal, but with a remarkable destiny and/or special ability (like being physically born a mortal with a dragon soul in Skyrim). So why should it matter once their purpose on Nirn has been accomplished?

I'd rather NOT know what becomes of my Nord after he kicks the bucket in Nirn TBH. Because in addition to being dragon born, he somehow committed his soul to eternal servitude & bondage to no fewer than THREE Daedric Princes:

Nocturnal - pledged for all eternity to guard the Twilight Sepulchur, for being an extremely successful Master thief & TG Master

Molag Bal - pledged (indirectly) to Coldharbor for all eternity, for willfully accepting Lord Harkon's unique gift

Mora - who pwns his @$$ for his major theatrical hijinx in defeating his champion in the DB quest line.

And not to mention the Dread Lord Sithis since his elevation as the Night Mother's Listener and feared DB Master......

Don't know how many divine beings he managed to aggravate after a certain rampage he committed in the Soul Cairn. Surely the Bosses of that realm were bound to have an influential Daedric relative or two....

The one thing my Nord can be 100% assured of right now, is that no Sovengarde awaits him in the after life. He has resignedly come to accept his fate. His pixelated soul will be basically FUBAR when it finally departs Nirn for Oblivion.

Poor bastard will most likely end up getting his soul shredded into infinite pieces by what will most likely be at least 4---incredibly pissed off---immortal beings once they find out how duplicitous he's been in his dealings with them.

I don't know why I can't shake the nagging suspicion TES VI will come after Beth releases Fallout 4........

Probably because the demand for Fallout 4 is currently through the roof, and they established an unofficial pattern with Oblivion-Fallout 3-Skyrim.

I've got a feeling that TES VI will be set in 4E 207 and will mention the Dragonborn disappearing.

Yea, they will just write off the Dragonborn in a rumor, it is up to the player to decide what happened to their Dragonborn, and if the rumors being said are true. Like in Oblivion, darn rumors going on that the Nevarine went to Akavir(was it Akavir?) while mine was still in Morrowind exploring Dwemer ruins.

Likewise with my Dragonborn, no matter what the next game says, my db spends his time meditating with Parthy.