Not much else to update, but I think I have ODed my Oblivion obsession (at least for now.) The new character I made specifically to do the Main Quest as quickly as possible managed to keep all the named characters alive. I do want to go back to the old character real fast and see if there are, indeed, three new swords in the gap I noticed this time around. I fear there were (for the three Blades I managed to get killed in the line of duty.), and it will be depressing, so I have been putting it off. But I now know that Jauffre and Baurus/Captain Stephan show up in the Temple of the One after the last fight, if they survive, so there really is no doubt anymore that they were dead by that time in my previous game.
Edit: There was only one more blade up on the wall in the first game than in the second. I wonder if that was for Baurus, as he's the only one there was a body for? Or was it for Grandmaster Jauffre? Makes more sense that those blades were for fallen Grandmasters, as there weren't THAT many up there.