I know about the Glitch that allows to be a Telvanni and Hlaalu member at the same time, though I haven't tested it yet, and one can cheat ones way into all houses. But since the last stronghold quests involve the other two house's strongholds, I'm afraid that simply joining all houses and doing the quests will somehow screw up all but the last stronghold.
So, how to proceed to obtain all three strongholds in full extension? I'm not opposed to cheating, though achieving this as honest as possible is preferred.
edit I'm also fine using a mod, if you can suggest one that solves this without much interference1.
1 actually, interference that modifies the dialogues such that the Nerevarine joining all three houses sounds more plausible wouldn't be that bad...