After finishing the main quest in the Shivering Isles you fee Jyggalag with the Prince himself remarking, "Now, though, you have ended the cycle. You now hold the mantle of madness, and Jyggalag is free to roam the voids of Oblivion once more. I will take my leave, and you will remain here, mortal. Mortal...? King? God? It seems uncertain. This Realm is yours. Perhaps you will grow to your station. Fare thee well, Sheogorath, Prince of Madness.". That was my While reading posts on various forums I found a link to an article written for the Imperial Library which made the argument that the two were inseparable, however Jyggalag was initially solely order before the curse placed upon him by the other princes so why would the mantling of one necessitate the mantling of the other?

link to article

http://www.imperial-library.info/content/arden-sul-1

Its a good read and now your questions are my own,lol.

It makes me question whether the Hero of Kvatch really became New Sheogorath or if he was a sit in until Jyggalag reverted back as Sheogorath. I didn't understand how taking Sheogorath's staff or sitting on his throne would dismantle the curse to begin with since the daedra lords are the ones responsible.