Fun fact: cremation doesn’t completely burn up the human body. A certain amount of solid bone fragments remain, which are ground up. This almost entirely forms the “ashes”.
Assuming the bullet was lead (which melts at about a third of cremation fire temperatures), it likely ended up as little blobs and was then ground up. Your mother still has the bullet, it’s just in powder form now.
I fell off the Bethesda train around Oblivion. They peaked with Morrowind and it has been downhill since.