sheogorath really seems to care for pelagius, he seems to be a really nice and loving guy if you ask me
as long as he doesnt rip out your entrails and skip rope with them.
My character is "good" but wont shy away from completing the quests, and most certainly wont shy away from something that will help him immensely in dawnguard. Vigilants of Stendarr take it too far to say all daedra are evil. Daedra actually get involved with and sometimes help residents of tamriel. The 9 Divines are stuck up and dont help at all. If I need food, then kyne sends her spriggans to kill me for hunting for some food. Unless you are vegitarian, she is against humanoids IMO. I hunt with Hircine now.