Curate, connect, and discover
You of course get his sword. (Or maybe a book sort of like the agnum infinium?)
A sort of fetch quest where you go find some crystals or you find his Chamberlain Dyus. If you find Dyus you get him as a companion and he'll provide dry commentary on whats happening. The crystals act as a sort of soul gem stand in? (The quest is meant to be done at low levels) the sword either is just a fancy textured two handed sword *or* the sword has an enchantment of soul trap and very *very* short (and low chance) paralysis (like, 2 secs) you encounter knights and priests of order who were left over from the grey march in oblivion that were promptly kicked out of the shivering isles (including Dyus) Dyus as a companion is pretty ok, he uses magic and a special staff (staff of order) that you cant take out of his inventory. He's very weak but can't be knocked down/killed in combat (including from the player)
If the player/enemies try to hit Dyus he has some dialogue like "really?".. "I wish..." (Sarcastic) Ow....?" Or like a cold laugh or sigh. He mainly is there to offer insights into decisions and as commentary etc. "Ah. Alduins wall... I believe you must find a shout to defeat him"..."*sigh* the dark brotherhood, a bunch of cut throats on their last leg. Must you help them?"
Maybe throw in some fourth-wall references in there too? **Player uses console command on him** ".. really? Are you *that* desperate to kill me? Sheogorath would be proud"
If you do the mind of madness quest with the sword/Dyus sheogorath has some dialogue and Dyus also has dialogue "uugh, the Lord of the never there. *Sigh* let's be done with it"
I wish we had daedric prince quest for Jyggalag.
So let's talk about ideas on how this would've gone if Jyggalag had a quest, plus maybe his daedric artifact too.