go to www.ign.com and go to Oblivion,then faq,then the one below comp. walkthrough.

urrrrr duno

you can get them from chorrol mages guild inside the display cases.

go to the arch mage university join the mages guild if u want its easier if you do.
then there are mages guilds in most citys if your not a member u will need to break-in
all you have to do is kill an arch mage then search them and you will find your empty grand soul gems thats the best way but they only carry 1 each thats how i got 4/5 of them.and you can buy one from a shop in imperial city not sure which shop then go back to the witch. Now she send you to get the ingredints you have to kill a powerful vampire for his ashes but hes easy then you have to find bloodgrass you can only find this through an oblivian gate not sure which 1 probably anyone of them the rest of the ingreadints are easy to get.