Elder Scrolls Lore: Are Sheogorath and Pelagius the Mad the same person?

When I was playing Oblivion: Shivering isles and Skyrim, I thought that Sheogorath and Pelagius the Mad are the same person. If they do so, how did Pelagius became a Daedric Prince?
Best Answer
I haven't played the older Elder Scrolls games, so I can't answer definitively, but in Skyrim, it seems clear from the Sheogorath daedric quest that they are distinct individuals: they talk to each other and have dissimilar voices.
After further research on the UESP wiki, it turns out that Sheogorath worship has existed for at least a thousand years in Morrowind, but Pelagius III was born in 3E 119, which is 314 years before the Oblivion Crisis and 500 years before the events of the Skyrim/Dragonborn saga. Also, the old Sheogorath was Jyggalag, the Daedric Prince of Order, cursed by the other Daedric Princes. The Hero of Cyrodil takes over the role, becoming the new Sheogorath. So lorewise, Sheogorath shouldn't be Pelagius, and definitely can't be Pelagius after the events of Oblivion.
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Are Sheogorath and Jyggalag the same person?
Near the end of the Greymarch, Sheogorath "leaves" the Isles and Jyggalag appears in person to finish the Isles off. In reality, Sheogorath simply transforms into Jyggalag. Sheogorath then "returns" to recreate the Isles and its inhabitants, causing both identities suffering.Is Sheogorath your character from oblivion?
In The Elder Scrolls V: Skyrim, players have the chance to meet the Daedric Prince of Madness, Sheogorath, who at this time is actually the main character from The Elder Scrolls IV: Oblivion, the Hero of Kvatch.Is Sheogorath a Daedra?
Sheogorath is one of the few Daedric Princes whose creation may be linked to the change or destruction of an Aedra; others include Malacath and Meridia.Who was Pelagius the Mad?
Emperor Thoriz Pelagius Septim III (3E 119\u2013153), also known as Pelagius the Mad and the Mad Emperor, was the Jarl of Solitude, and the twelfth Emperor of Tamriel after the death of his father Magnus Septim.Skyrim - The Full Story of Pelagius' Mind - Elder Scrolls Lore
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Answer 2
Some speculate that the Sheogorath in Skyrim is the Hero of Kvatch, your playable character in Oblivion. It makes sense if you've ever played the Shivering Isles DLC (AKA The best thing in the whole entire world). But as far as my knowledge of the lore goes, Pelagius is just a madman whose soul now belongs to the Lord Sheogorath. Not the Madgod himself, but then again I could be wrong.
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