Well, he also has connections to the Crescent Blade (which was used by Dagon's guys in Battlespire). Besides that there is the book Fyr has http://www.imperial-library.info/mwbooks/talmarogkers.shtml which deals directly with the Battlespire. He also has the Scourge, which I believe had a role in Battlespire... :read:
Still not enough to go off it, I say.
Fyr's a researcher, a wizard; is it really so unusual he'd have a book that deals directly with the Battlespire?
With the Scourge (and even the Crescent, to be technical); again, it's known that Daedric Artifacts change owners frequently and without warning; who's to say Fyr didn't come across the Scourge in a Daedric ruin he was researching years ago?
I'm just saying that no matter how you look at it, the evidence is flimsy at best. And I know you agree with me....i'm merely stating all this for those who don't.