I have a red icon that says

Damage Fatigue
Worn: 10 pts

I have no idea how I got this little problem, but my fatigue is Zero. Taking a potion to restore fatigue works temporarily, but then the level goes back to zero. I went to the Balmora temple and none of the healings worked either.

Do anybody know what's going on?

I am not aware of any new magical object that would cause this. I do have, however, a new enchanted "Travellors Shirt", but it gives continues 20% protection against normal weapons (no mention of damage).

here is what i would do... go back to the an imperial shrine (i think the closest is Fort Buckmoth but it could be Moonmoth..., cause you mentioned balmora...), then take off all your clothes and... oh sorry... take all the clothes off your character... and then cure all of your diesease and restore abilities and atributes. that should work... other wise, you have a glitch...

Are you using any mods?

yes I am using mods but I don't know which mod might have caused this.

On the other hand, I discovered that the problem is the Traveller's Shirt of Resistance which says it has a constant effect of 20% resistance to normal weapons.

What is DOESN'T say is that it drains you of ALL of your fatigue, if you equip it to your character.

That seems like a rotten thing to design into a mod, IMHO.

There is another object I found, Sword of Shocking (IIRC) which, when you equip it, shocks the character draining half of her health.

One of my plugins creates a dungeon owned by an older armored gentleman who wants a 200gp admission fee. I found the sword inside that dungeon. I am so glad I killed him.

I stole the Traveller's shirt from a trader in Balmora.

Maybe you have one of those mods designed to make the game more difficult? I loaded one that lowered everyone's disposition by about twenty points and reduced the strength multiplier. It didn't actually say that in the read me!

Some mods are very well designed, others could benefit from a re-think!

The latter you often find out the hard way!