Here is the storyline justifying Kohlar's reincarnation. Lore buff's take note.
A great golden dragon radiant like the sun, seeded my dreams with images that I experienced as memories. Impossible memories. First, I saw myself as I was when I was younger, standing aside a fallen man in red robes at the top of a mountain. Silas Vesuius. Silas the maniac at the shrine of Dagon the vile, his face imploded by a blow from my mace, Ale Smasher. Yet that's not how it happened; unwilling to do Dagon's bidding I gave Silus his life, his face quite intact. I can recall the events clearly, yet the dream goes on.
Next, an assassin in shadows. Emperor Titus Mead II lay dead in a spreading pool of blood. The Dark Brotherhood? Impossible. I thwarted their operation in Skyrim. Their lair was burnt to the ground and no one survived. I made sure of that. ...The silhouette of an unknown heir mounting the throne- Then the dream changed.
I saw myself as I am now, old, grey, bent by the weight of time. Nightly, I circumnavigate the perimeter of my hall. So it was now, in the dream. From a lofty perspective on a star-lit night, I watched impotently as a red-robbed figure materialized seemingly from nowhere behind me. The blade struck true and I was dead. A familiar blade- it can't be. Vision faded and blackness encompassed all.
Something was very wrong. This was not Sovngarde. No ground beneath my feet, only the lights of Aetherius. Again, the golden dragon- the avatar of Akatosh! This has happened before, I realize now. Akatosh had bestowed upon me the blood of the dragon. A saintly women in white approached. Al-Esh; Saint Alesia. I knew her as Paravania, the Lady of Heaven. She was my lover.
She handed me a glorious ruby-red amulet. Swimming within it's facets were the faces of emperors. Tiber Septim; resplendent in war. Pelagius the Mad; looking on vacantly. Uriel Septim VII; a knowing smile upon an old face. Martin Septim; different somehow... Martin looked at me from within the stone, right into my soul, and his face contorted with tears and despair.
My breath left me with fervent suddenness, and my skin felt afire. Fear as I had never known paralyzed my bones, and my eyes could not comprehend what they saw. Glowing molten rock as far as I could see, towers of flame, the very sky ablaze with malevolent fire. Wretched creatures feasting on corpses; corrupted men unrecognizable in horrid disfigurement shambling aimlessly. This is what the world would become, but how? The Oblivion crisis was averted. Wasn't it?
In a horrid flash of comprehension, I understood. I've been allowed many lives, by the grace of Akatosh. It all hinges on me. It always has. I've been shown what should've been. I've been shown my own death, now inevitable, by the hands of my choices in this life.
I awoke with a gasp, fully out of breath. Everything I've built is but dust in the hands of fate. Will I remember anything of this life? I think so, if only in flashes of imagination. I've had those all my life, and it's no wonder. For I am no mere mortal. My incarnations are the stuff of legend. In this era I am called Kohlar the Unkilled, and the God's have use for me yet.