Idk the more I think about it the more things in dawnguard seem to suggest either Auri-el or some one else has decided to become active again. I mean the Dawnguard is all sun imagery and sun based spells for fighting the undead and vampires and your then sent off to the chantry where you see that the Falmer connected Auri-el with the sun and even his bow is based on it. I mean you then stumble across an Elf that spells indicate is neither alive nor dead that sends you to kill someone who's betrayed non other then you guessed it Auri-el and then rewards you with the weapon of that same god and you even have the opportunity to aquire his shield.
I know but the crazy dawnguard priest that thinks Arkay speaks to him never mentions cheese so I don't think Sheggorath would be the one talking to him if hes not just crazy.
Which seems unlikely since he does seem to know things he shouldn't.