UPDATE X2: Strangely, both these models are removed from the game files as of the Flames of Ambition DLC on PTS.
UPDATE: Mehrunes Dagon's model can be briefly seen in The Elder Scrolls Online - Gates of Oblivion Teaser Trailer that aired at the Game Awards 2020. It seems that he will definitely be involved in the ESO Gates of Oblivion Chapter main story.
The Bosmer girl from the trailer looks like Eveli Sharp-Arrow, an adventurer whom we met during the Wrothgar zone story. The book she's holding is most likely the Mysterium Xarxes, a tome of arcane knowledge written by Dagon himself.
The landscape at the beginning of the trailer does look like the area around Skingrad, confirming earlier clues that the 2021 ESO chapter will be set in Colovia. However, the forest and the ruin from the girl's dream seem to be in Black Marsh or close to it. This suggests that we might visit Colovia during the Q2 Chapter and then travel to Southern Nibenay or Blackwood, a region of Cyrodiil that borders Black Marsh, for the Q4 DLC.
The Black Marsh/Blackwood theory is further supported by the fact that the girl has an Argonian companion who might represent the player character, similar to the Altmer, Breton and Nord heroes from previous ESO trailers.
ORIGINAL: It looks like Mehrunes Dagon, the Daedric Prince of Destruction, Change and Ambition, might appear in The Elder Scrolls Online very soon, possibly as early as the Q1 2021 DLC, as his model was recently added to the game files with the Update 6.2.0 and Markarth DLC on PTS.
In fact, there are actually two seemingly identical models for Dagon, which means that they might be used with different textures or visual effects in-game. Perhaps we will only see a projection or a vision of Dagon in the Q1 DLC and then meet him in person in the Q2 chapter.
Another model added is that of a four-armed creature, internally called "Harbinger", that looks similar to Dagon and might be used for a new type of Daedra associated with him.
These models, along with the recently datamined new Deadlands Brand Skin variant, suggest that Mehrunes Dagon and his followers will play an important role in the events of the next ESO chapter, which is heavily implied to take us to the Cyrodilic region of Colovia and the city of Skingrad.
Dagon, of course, will be responsible for the Oblivion Crisis in Cyrodiil some 750 years after the timeframe of The Elder Scrolls Online so it will be interesting to see whether we get a foreshadowing of those events of some kind in the newest chapter.
It's also worth noting that Mehrunes Dagon was featured (without appearing in person) in a few of the ESO base game quests, namely in the Auridon zone story and the City of Ash I and II group dungeons storyline.
While the Auridon questline seems to have been fully concluded, the City of Ash II quest ending suggests a possible continuation of that story as Gilraen, the Bosmer whom we helped escape from Dagon's plane of Oblivion, gets to keep Mehrunes' Razor, a powerful artifact of Dagon, and voices concern that the Daedric Prince will seek vengeance against her and us.
Keep in mind that these models were found in the game files and these characters are not officially confirmed. As such, they might change significantly on release or might never be released at all.