He is the prince of order so i think he would try to stop the great war, the dragon crisis, the civil war, etc just because it is his nature.
Not necessarily. Daedric morals and interpretation of the universe is by its nature very different from the mortal (or even the Aedra) interpretations of the same. What is "order" to Jyggalag may not be perceived as "order" by mer and men. If the Aldmeri Dominion were to take over and enslave or eliminate men, that can be perceived as a form of order. Likewise if Alduin were to eat the world: what's more orderly than nothingness?
Think back to Oblivion. The mortal perception, and I suspect the perception of many players, is simply that Mehrunes Dagon was trying to destroy Tamriel. However, Mehrunes Dagon is also the Daedric Prince of
change. What causes more change than the felling of a centuries old ruling dynasty? The argument can be made that Dagon's invasion wasn't so much about destroying Nirn as we know as it was dragging Tamriel, kicking and screaming, into the Fourth Era.
As for Jyggalag not being mentioned by the other Daedric Princes--he wasn't mentioned much in the other games, either. Shivering Isles being the lone exception for obvious reasons. In fact, given that the other Princes were supposed to have cursed him into being Sheogorath, they'd probably go out of their way
not to mention him. Dirty laundry and all that.
Besides, I hear he's about as popular as Malacath at a party. And Malacath is
not popular at parties.