mister cheese I mentioned that a while ago too. I'm not so sure tho. there has been a daedra involved but it wasn't mehrunes dagon. so for now I think I'm just going to assume it goes down its own path
Personally, the best way I see that Kazerad could possibly end the story, when he finally does, is to wind it up with the events leading to Katia being imprisoned in the Imperial City and put in the wrong cell.
Katia then becomes the Hero of Kvatch and carries on from the beginning of the story of TES: Oblivion.
I definitely think that would fit in well, and it would make some sort of sense with Katia's nightmares of the King. Seeing as how the clothes of that ghostly king are similar to Uriel Septim's Emperor Robes (I think?), and it would suggest that Katia has been dreaming of Uriel. Meanwhile, Uriel has been dreaming of Katia, as he describes at the beginning of Oblivion.
And then I suppose you could throw in some reason for Katia losing her memory after the story is finished and she's imprisoned.
Throw in a load of tosh about how she's finally getting a brand new start and finally getting to become a brave hero, yadda yadda. The story ends, and then begins.
That's atleast how I would end it. Who knows what will happen between now and then though.