One priestess, Aranea Ienith, remains at the Shrine until the ' The Black Star' quest is completed, then she says: 'Azura has given me one last vision' and departs. Several of her followers migrated to Skyrim and built this shrine.
This shrine is devoted to Azura and was built after Azura gave her Dunmer followers the vision of the eruption of Red Mountain. Nocturnal does not give any quest, but she appears in the Thieves Guild questline. Artifacts are given as rewards for each quest. The princes who give quests in this manner are Hermaeus Mora, Malacath, Mephala, Namira, Sanguine, Sheogorath, Vaermina, and Clavicus Vile. These quests may instead be found at specific places.
Though there are a total of 15 Daedric quests at least half of the Daedric Princes will not give their quests via a shrine. Daedric Quests Main article: Daedric Quests (Skyrim)