Quote Originally Posted by factotum View Post
Forgot about him, my bad. Sheogorath: never played Shivering Isles, but to my mind the guy is an immortal Daedra even if someone else took over the role, and of course immortal characters will tend to show up again. Shadowmere is the same sort of thing--he's an immortal spirit thing. Neloth and Lucien Lachance I don't remember from the earlier games, so I'll take the word of the thread they're holdovers.
A primer on him: en.uesp.net/wiki/Lore:Neloth