None of them and all of them simultaneously. To me the question sounded like "What would be the most convenient alliance to join for a worshiper of demons - NATO or the Warsaw Pact?" . They are military alliances formed to solve certain military problems. Anyway, Daedric cults are generally not religions (though with some exceptions like the Orcish Cult of Malacath) if you spoke of it, they are sects, religious minority, existing within a society of different countries and cities - they treat them differently, though most of them do not approve it. I don't remember any specific cults of Jyggalag existing in Tamriel, so I presume you speak of personal worship? In this case, no matter what Alliance you belong to, but make it private and stay out the cities like Vivec City where the Daedric worship is persecuted. Jyggalag could be revered in Clockwork City, but even there such a worship would be treated as heresy due to this item's description ("This heretical effigy of the dethroned Daedric Prince of Order seems uncomfortably at home in Seht's realm.") and the position the Apostles established on the Daedra in the Third volume of the "Truth in Sequence": "They are the Anti-Gears that turn counter to the Nameless Will. Servants of the Padomaic untruth whose nature is void. Of the Daedra, only the Gray Prince of Order knew his nature, and he went mad in the knowing."