Can I have sex with Nameless? How do I trigger that scene?
Either be neutral with him, or serve him. You will get the scene at Plains of Death after you've finished the challenges from Orgram.
You mean when I wonder around or enter the shrine?
When enter the shrine a second time, if remember correctly.. either way, Orgram should send you there, if not then it means you haven't finished the Nameless arc in your quest log.
