To be honest i'm not sure.
Maybe that sheogorath is lorkhan or part of him.
I have no proper theory about this yet...like i've said i have a hell of alot to read/find yet.
But i can't get dagon and sheogorath/jyggalag out of my head.
Cipher 8...did a thread called " the story of skyrim/theory 2.0"...which was great read,but i don't recall everything about it.
I have to read things a few times,sometimes to get a grasp of it.
Anyway,from what i remember about is thread/theory " which is good",i don't remember him mentioning dagon or sheogorath.
So i wondered why he came up with what he did without mentioning dagon and sheogorath/jyggalag.
I'm just looking at it simple at the minute,before i get too deep and maybe realize i'm not getting anywhere.
In a nutshell: I'm thinking or wondering why sheogorath/jyggalag and dagon are sticking in my head.
And i'm now thinking: is sheogorath-lorkhan ,or a part of him.
Because of what happened in the game oblivion and the expansion shivering isles.
What happened in the isles,must or maybe have an effect on skyrim in some way ( thats what i'm thinking ).
Hope i haven't confused you too much.