Well there is still the back door if you kill Vivec. Betheda has programmed a playable backdoor for all people who want to beat the main quest with a vampire or accidently killed important persons in the game.
The game is indeed huge, but i can assure you it is possible, I visited every single dungeon in the game and i also know the location of every single unique item in the game.
But this is nothing special, if you visit the Morrowind forum you find lots of persons who have the same or even better knowledge of the game.
