welcome to the forum
never heard of something like that
some questions to clarify:
- do you have any mods installed? *
- are quick-/autosaves / completely new saves affected? (probably "yes" to all

)
- have you tried doing the palace quest without saving (which is probably a pain in the youknowwhat), and only saving afterwards?
could you upload a save (..
\Documents\My Games\Oblivion\Saves), so can I look if that happens to me too?
(maybe I can get you through the palace?)
- [+] example for mod
-
I know of a LPer who had that problem (corrupted saves from a certain Quest on) in Oblivion.
issue was the keychain mod
otherwise you could try pushing through the whole thing with console commands;
you'd miss one really cool dungeon though
- [+] +
-
you'd probably need to skip "Search in Ruins" as well:
the command for forcing a quest to complete is
setstage questname
(so, setstage MQ23 20 would be the first one )
questnames would be:
MQ23 20
MQ23 30
MQ23 60
MQ23 70
MQ23 120
MQ24 10
MQ24 30
MQ24 40
MQ24 70
MQ25 10
MQ25 20
MQ25 35
MQ25 40
at this point you're out of a cave and supposed to head back to the harbour
(you can't teleport, that's intentional)
MQ25 60
ends the quest completely