Sheogorath's Protection is a Lesser Power granted upon completion of the Shivering Isles Main Quest. Casting this spell will revive you in New Sheoth Palace for 120 seconds. This spell works as follows: cast it before you are killed and when you are about die, you will be transported to the Palace. It will not work if you cast it and do not get significantly injured. Once at the palace the player will lose all control of the character for a few seconds while the palace healer casts a healing spell on you at which point you will regain control.
Important note: You will continue to take damage from poisons or damage over time spells upon arriving at the castle and its possible for these to kill you before the healer arrives.
If you are killed while this spell is in effect you can suffer from a bug the same one as doing the "Molag Bal" quest.