OK, my character, Nerevarine Incarnate, Hortator, etc. Appearently has not yet completed the prophecies. Whenever I speak to Nibani Measa (or whoever the Urshilaku wise woman is) she says that Archanon Tholer Saryoni wants to speak to me about completing the prophecies. I trek back to vivec, talk to Saryoni, and he says zip. Nadda. I have no idea what she is talking about. Has anyone else encountered this?

Yes, it's a known problem. It's a bug referring to your apparent disregard of the Prophecies. Crassius Curio and Divalyth Fyr will give you this journal entry as well. As far as I know, there is no solution in this bug, and I don't believe it was addressed in the patches. It's best just to ignore it.

It may depend on how you left the chamber after you defeated Dagoth Ur. You have to walk out to get the scene in which Azura gives you your (pretty feeble) reward. If you use any other means to get out the game does not recognise the quest as completed. I believe you can return to the site and get the sequence but when it happened to me I reloaded an old save gave and did it 'properly'.

That isn't the problem, it's simply a known bug with the dialog entries for that not having a point where they stop.