Firstly, does Battle.net ever have sales? Should I buy Heart of the Swarm now or later?
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Okay, wacky Dragonborn theory (partly mine, mainly not) ahoy - there are some good reasons for this one, but I'm not linking a dozen different UESP pages:
At some point after the Heart of Lorkhan was broken in Morrowind, the throbbing remains were reclaimed by
Dwemer survivors, and stashed in a TARDIS-style lockbox.
Hermaeus Mora, Daedric prince of fate, knowledge and magic - basically the Elder Scrolls Tzeentch (complete with tentacles and talking vortices) - takes an interest in it, presumably having forseen some vital need for it in the swirling future that others cannot. So he sends a few cultists crazy, and asks them to open this damned box. He can distort reality to a degree, but Dwemer technology tends to be resistant to magic (remember Spell Breaker?).
So it turns up in a glacier in Skyrim, and with your help, Septimus Signus opens it. Old Hermy darts in, warps out whatever the box contains and disintegrates Signus just for good measure. Either to throw him off the scent or show genuine gratitude, he chucks the Dragonborn a free copy of his book (not even signed!) and goes off on his merry way.
Now look at that screenshot of the Sleeper. Note the plain architecture, majestic but functional, like an old library. Look at the column, with the stuff falling out. Zoom in. Those aren't bricks, they're books. Featureless, black-covered books. Incidentally, Apocrypha, Hermaeus Mora's plane of Oblivion, is an endless library full of featureless, black-covered books.
So, Hermy's bringing Oblivion to Solstheim. He's mobilising his cultists, who all wear tentacular masks of their patron. But what have Ash Zombies and Sleepers got to do with it? Well, they were once Dunmer, corrupted and sustained by the power of the Heart of Lorkhan. Vvardenfell's been levelled, the Ghostfence is no more. Whoever controls the Heart controls its children, and a certain heap of Daedric flesh just happens to have a new toy...
And the Dragon Priest? No idea. There are all sorts of reasons to get chummy with a being who knows almost everything, especially when all of your kin are dead...