Symbols of Office
After a short speech, Sheogorath will finally change into Jyggalag and disappear. From now on, Haskill will be your guide. You are to obtain the Staff of Sheogorath. The one used by the original Prince of Madness has been destroyed, so the only way for you is to forge a new one. Haskill tells you to go to Knifepoint Hollow.
Follow the map marker to open the enchanted door and meet a fella named Dyus - he's Sheogorath's prisoner and an ancient scholar. He tells you that you need to find two items to form a new Staff. First, let's take care of Ciirta's Eye.
Go to Howling Halls. On the first level you'll be attacked by some Apostles. Defeat them and be sure to grab their ceremonial daggers. When you're down to the second level, you'll meet a Khajiit named Ra'kheran. He'll give you a deal: you provide him three daggers and he kills Ciirta. Fair trade - if you don't have the daggers, you can try and find some around this level as well.
Once you seal the deal, follow Ra'kheran into Ciirta's private chambers and watch him and his companions take care of her. When she's dead, take her eye from her.
HINT: This quest can obviously be completed without any deal with Ra'kheran - should you prefer to just kill everyone in sight (or sneak past them, whatever).
HINT: On the screenshots above you can see the location of Pelvis of Pelagius, one of the items that you can donate to Museum of Oddities.
The second artifact you have to retrieve is a branch of some ancient tree. Go to Milchar and follow the map marker to reach a pond with an enchanted stone in it. When you touch it, you clone will spawn and attack you. He might be difficult, as he's got all your skill, spells etc. When you're done with him, take his weapon (Shadowrend) and touch the stone once more. You can now take the branch.
Go back to Duys' room, and he'll create the Staff for you. To activate its full power, you need to return to the palace and soak it into the stream that's flowing there.
The Roots of Madness
When you're back, Haskill will tell you that your enemies cut off the stream and you cannot complete your staff. You have to go down there and take care of the enemy priests that taint the water. The entrance is on the backside of a giant tree growing behind the throne.
Your goal is to defeat all the Priests of Order around this area. In the main hub of the dungeon - Fountainhead - they can be found by the small ponds on both sides of the map. The enemy's main strike force is lower, near the Pools of Mania and Dementia.
In this dungeon you'll surely come across passages blocked by enemy crystals. To get past them, you need help from tamed Gnarl Cultivators. If you don't see any around a barricade, find a Chrysalis and activate it. The gnarl will start moving towards the nearest barrier by himself.
Near one of the pools you'll meet either Thadon or Syl - depending on which one you've already killer when becoming a duke.
When you defeat all the priests, the pools will be cleansed and you'll be able to go back and use the fountain to release the full power of your new staff.
The End of Order
When the staff is complete, one of the guards will enter the palace and tell you that you are under attack - there's an Order Obelisk right on the courtyard. Order your men to attack the enemy and follow them. You now have to overload two Obelisks the same way you did with the previous ones (use three Hearts of Order on each of them).
When both Obelisks are down, Jyggalag himself will make an entrance. You have to battle him. You can try out your new staff here, but eventually it all comes down to your blade and spells. When you defeat the enemy god, he'll speak to you and tell you that from now on you are the Prince of Madness. You are Sheogorath.
Go back to the palace and speak to Haskill, who'll fill you in on your new privileges and tasks:
- You'll get two new spells: Manipulate Weather and Sheogorath's Protection. The former is especially enjoyable, as it lets you change weather condition in all Shivering Isles.
- In you throne room you'll find a wide range of souvenirs from your journeys through the Isles, placed under the walls on stone panels. On the central panel there'll be a Sword of Jyggalag (unfortunately, it's pretty useless).
- You can summon a dancer for your enjoyment, just talk to Haskill.
- Staff of Sheogorath can be recharged by placing it in the fountain behind the throne.
- You can order any Aureal or Mazken to follow you around as your bodyguard.
- There's a healer in your palace, if you are wounded just talk to her.
- Haskill will also tell you about your new duty: ensuring the Isles' safety. If he informs you that your lands are under attack, you have to either send your forces there or go and deal with the matter personally.