These two artifacts do not count for the achievement and must be disregarded. You find the Skeleton Key during the Thieves Guild quest line, and the Rueful Axe can be chosen at the end of the quest known as 'A Daedra's Best Friend' for 'Clavicus Vile'. These are the 'Skeleton Key' and the 'Rueful Axe'.
Some of these Daedric artifacts (that are indeed Daedric artifacts) will not count towards the achievement and should be discounted or avoided where applicable. Also note that there are actually '19' Daedric artifacts found in Skyrim, but only '16' of them can be obtained in one playthrough. So there are '16' Daedric related encounters, and you are only required to obtain '15' Daedric artifacts for the 'Oblivion Walker' achievement, also note there is an achievement for gaining just one artifact. These 'encounters' will always consist of a quest to complete a special task and will always result in you receiving a very special item known as a 'Daedric Artifact'. This is where you come in, you can encounter '16' of the '17' Daedric Lords in Skyrim, there is no shrine or quest or any relation in Skyrim to the Daedric Lord 'Jyggalag'.