Is there any pictures of him, concept art or otherwise, besides the screenshot of him dead? Also did he have mechanical parts?

There are pictures in Morrowind, and they don't look much different from the dead guy.

Where exactly?

Oh wow. My typing is a little rusty. Ehm...

The only fully body images you'll probably find, as far as I know, will be of Sotha Sill hanging from his own machines is in Morrowind gotye.
You can search through UESP(my sig) and put Sotha Sil into the search engine. You may get some concept art or in-game pics.

Good luck,
dReN

Thank you.

He sure seems to have mechanical parts.

one of the frescoes in morrowind has the tribunal, sotha included

There is http://www.imperial-library.info/mwbooks/saint_sothasil.jpg, from the shrine of almsivi.

Note that in his artwork depictions, he is always fully armored, wearing his war mask, and doesn't appear to have any limbs.