NINJA'd 3 freaking times, adding considerable length
Explain to him that you still have mental contact with people from the world where stuff like this exists
make sure to tell him about how you have mental contact with the people from a world like the one where the phone came from
This suggestion would need consensus to be acted on, as it could potentially have long-reaching consequences for better or worse. Remember there were some things you decided to specifically not tell Divayth.
But we did have consensus to tell Divayth about the voices. We agreed not to give him the impression that the world might reset if we died, but there was no objection to asking him about voices in one's mind. I hypothesized that the voices might have something to do with the mark of Azura.
Asking Yagrum to come home with us seems a bit much, though.NINJAEDIT: Yeah, I can see the problem with that. The main reason to ask him would be to find out if he knew of any similar phenomena, and so gain a better understanding of our situation and capabilities. We can't know if somebody doesn't know something until we ask them. But as you have just expressly told us that he doesn't, asking Yagrum about us would be pointless.
Does Yagrum have the mark of Azura? I doubt it, but it would be good to check.
About firearms: Likely possible, as the Dwemer themselves have chemical explosives. I know LordBucket might say "Why bother? Destruction magic!", but then again using destruction magic to the same efficacy as firearms and artillery requires a lot more training than just channeling Magicka, more training than most soldiers would have. It's possible than some alchemical mixture could make an even better propellant than modern smokeless gunpowder or cordite.
Or if you want to get really fancy, maybe you could give the firing pin a very small fireball enchantment, which might not be powerful enough to do much damage on its own but if released inside the confines of a metal barrel, could propel a slug at deadly speeds. Such an indirect use of destruction magic might even be more practical than directly throwing large fireballs, using a smaller amount of charge to inflict physical damage, perhaps even bypassing the magic resistance of a creature that would have merely resisted the direct magic attack.
Ask Yagrum what he knows about Clover and the Nerevarine, and then leave, making sure to be on time for the boat above all. Don't sell the phone. Do not in any way tell him about voices in your head.
If we're going to live in Morrowind and not talk science with Yagrum Bagarn, we may as well take that dagger right now and stick it in our skull. What's the point of playing this game if we skip interesting things like this? Things that some of us have waited literally the whole game for? It might not be the most practical thing to do, but being cagey, asking as little as possible, then just leaving this place forever (we're not going to get a good reason to come back here again any time soon) would be just so deeply unsatisfying. Situations like these provide good writing and good worldbuilding on LordBucket's part, moreso than just asking him.
Though I do agree that we must make sure to get the important questions out of the way.And I must impress, again, that we should tell him of our Magicka-less universe, to avoid wasting time with misunderstandings.