I came to TES with Morrowind, and relatively recently I was taking advantage of both UESP and TIL to read through the story lines of Arena and Daggerfall. In particular I was struck by one little detail: in Daggerfall, when the PC is transported to the Mantellan Crux, it is possible to encounter Sheogorath there. It was my understanding that the Crux is located in Aetherius. How does a Daedric prince get to Aetherius?
Also, while we're on the subject of Daggerfall, could you clear something up for me: was the Warp caused by the Emperor's agent ascending to Aetherius, as I've heard? Or was it rather related to the activation of Numidium? Or something else entirely?