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When you return to Sheogorath, the Prince of Madness tells you that he's about to be taken over by Jyggalag and that you'd best run for your life. He then crouches down, begins wailing, and starts the transformation process before vanishing in a flash of light. Speak with Haskill to get the next set of quests. Haskill will send you to Knifepoint Hollow. It is indicated on your map, so set off as soon as you're ready.
Travel through Knifepoint Hollow until you come to a crystal door that you must crack. Inside you will find Dyus, who is a seer type that holds the secrets of the creation of the staff of Sheogorath. He sends you to retrieve certain items to create the physical manifestation of the staff. He says that all signs point to your downfall, so let's show him!
We need the eye of Ciirta in the Howling Halls, and a branch from the tree of shades from the ruins of Milchar.
Howling Halls
The Halls are south of Sheoth and can be easily traveled to if you have the Dustwallow waypoint. Otherwise just make your way there.
Kill the apostle inside the doorway and nab his Howling Chamber Key. If you grab the apostle's robes, the rest of the apostles will not attack you and you can speak to them. You can feel free to talk to the other Apostles nearby, if you like. Eventually get to the Congregation Chambers.
If you have your robes on at this point, the worshiper named Ra'kheran will speak to you. He wants to help you kill Ciirta if you bring him three daggers.
It's up to you whether or not you wish to take Ra'kheran up on his offer. Ciirta can be kind of tough to fight on your own, so if you do agree then you can find the three daggers being held by the apostles in the chamber leading to Ra'Kheran's. Wait for him to enter Ciirta's chambers. While Ra'kheran and Ciirta talk, kill Luminary Kaz. After Luminary Kaz is dead, help kill Ciirta and then grab her eye.
If you don't take him up on his offer, just walk through the chambers until you come to Ciirta's and then slay her alone. Whatever you decide to do, just grab
Ciirta's Eye and get out.
Milchar
Find the entrance to Milchar beneath a large tree where the map marker indicates. Save your game! Enter into the Nexus.
If you save your game you will be able to change your fate. Once you enter the nexus the game will make a copy of you that you will fight later. If you want to, you can weaken yourself with console codes and then enter and then replace anything you take away. Go in naked to make it even easier.
Find a tree stump with a chest nearby. Drop all your equipment in there and then head into the Grove of Reflections. You will get a quest notice stating that you have entered. Exit the Grove and grab your stuff, then reenter the grove. Drop down and activate the nearby green stone in the pool. Your shadow self will appear nearby and attack you.
If you are a fighter it should be pretty easily, because you would be fighting an unarmed version of yourself that can only cast maybe summon scamp. Anyway you do it, just take out your shade and grab a
Screaming Branch. Press the button on the stone wall and exit via teleportation pad.
Return to Dyus and retrieve your
Incomplete Staff of Sheogorath. Dyus then tells you that you must let the waters of the Font of Madness pour over it and then it will be complete.