An idea that came to me somewhat on a whim, in part because Skyrim makes it fairly clear that Sheogorath lives on even after the events of Oblivion's 'Shivering Isles' DLC. This story takes place after the defeat of Alduin, but before the end of the Skyrim civil war. If I've done my job, details like that will be clear as the story goes on without me having to state them outright in descriptions like this.

Enjoy!

I am Order incarnate, freed from the cycle of Madness.

For the first time in eons, my mind is clear. The shackles locked into place by my 'brethren' are finally broken. How ironic that it took a mortal's hand to break an immortal's curse.

For all my power, I could not have freed myself. I was set loose at the end of each era, and in my fury, I could see no goal but the annihilation of my alter ego's creations. My methods were irrelevant, for my goals were in defiance of my nature. Destruction, whether by ordered ranks or slavering hordes, is still Chaos.

As I look through the Blind Eternities, I see naught but Chaos. The nations of mortals are just as treacherous as my daedric kin. I see an Empire, its back broken saving their world from Mehrunes Dagon, and its heroism rewarded with knives in darkness. Invasion, war, death…

…and Chaos.

I see the Champion who freed me, cursed with-

No. Not cursed. He sits upon the throne that had imprisoned me, but by his own choice. Perhaps he did not know that the Throne of Madness shapes whoever sits upon it just as much as he shapes it...but I am indebted to him. The plane that holds the Shivering Isles is no longer domain. Even if it were razed to nothing and rebuilt, the silence would still hold the power of madness.

He shapes himself in the image of my alter ego. With the haze gone from my eyes, I can appreciate the Madgod's cunning. Even cursed, he…I had played my kin like symphonies. He will do the same.

But to build a new plane would be taxing, and my kin are not likely to ignore my return. They sealed me away once in fear of my growing power, and if weakened by the creation of a realm, they could easily do the same again.

I turn back to the Blind Eternities. The threads of fate and destiny arrange themselves for my viewing. They know the eye of Order is upon them.

Here, in the frozen North. The threads come together, and their destination is unclear. I doubt even the Webspinner can see beyond this point. The Firstborn of the Dragon God was vanquished by-

Curious. Though I suppose it is fitting for the Firstborn to fall before another child of Akatosh.

But here, at the mountain where Time itself bleeds, there is power, wild and untamed. I gather my own strength and reach out. At first, it trembles at my touch and recoils in vain.

Then, it submits. Order is not summoned from nothing: it is forged from Chaos, just as mined iron must be smelted and beaten into the finest steel. But pure steel is fragile compared to steel forged with impurities. My kin have overlooked that in forging their realms. I will make no such mistake.

I will not rebuild my plane from scratch. But I will reshape this realm into my own, and in doing so steal from my treacherous kin what they so grievously overlooked: the perfect impurity known only to mortal-kind. From the din of civil war and the clash of kingdoms, from the blood of agents of Chaos fighting in the name of Order, I will carve a dominion befitting of my rule.

I will do this, for I am Jyggalag, and I am Order.

In the snow beneath the wound in time, the Spire took root.

The Throat of the World rumbled, and finally broke open as the Spire erupted forth. It was a tower of gleaming white crystal, majestic but revolting to the senses at the same time. No worldly ore matched that color, and even animals could sense the wrongness in its very nature.

At the Throat of the World, the harsh winds could strip flesh from bone, like a storm of broken glass. But they did not so much as scratch the Spire that intruded in its midst. As the Spire grew, the winds did not so much calm as they were cowed. The Spire radiated power, and its mere presence was enough to silence the winds.

When the Spire ceased its growth, it could be mistaken at a distance for the Empire's own White Gold Tower. But even that relic of the ancient Ayleids had been assembled by mortal hands: the Spire had no seams, no marks of a mason's hammer. It was the White Gold Tower made terrifyingly perfect, a tower built from material that did not exist by craftsmen who could not exist.

As errant snow, ice, and earth tumbled from the tower, He manifested. His body was imposing and strong, beyond the scope of any man, but He was drained. Even this single structure was exhausting to create in the physical world, but His strength would return. For now, He waited. Men would come to Him, and while He recuperated, they would spread word of His arrival.

If they bowed to Him by their own volition, so be it. But He did not expect that. Instead, He would let them marshal their resistance. By the time they could manage even that, His power would be restored, and their fate sealed.

A fairly short first chapter, but it was mostly just to set the scene. Expect a second (and longer) chapter fairly quickly after this. After all, even with Paarthurnax off establishing his rule over the dragons, there's still a certain group that would be especially likely to notice a change this big in their own back yard.