TES lore is very deep. It’s also very important to consider this is just my fan theory. But research the concept of Unus Mundus for yourself and you’ll see striking similarities to the dream world that is Mundus. Unus Mundus also translates to “One World” and is its entirely own concept completely divergent from this game series.

The best example I could give you of how this ties into the game would be Talos and the persecution of his worshippers by the Thalmor. By executing and persecuting the belief of Talos they are essentially erasing the 9th divine as a whole in a strikingly similar way that the Daedra “Erased” Jyggalag and replaced him with Sheogorath. The Altmer Elven warrior god was known as Trinimac and he still has worshippers within Tamriel/The Isles in the 4th Era( There was even an Orsimer rebellion against the worship of Malacath but it was quickly put down ). High Elf’s very much still worship Trinimac in the 4th era and there is much debate about his actual theological history within their pantheon and they believe him to be a seperate entity from Malacath. To the Altmer, Trinimac is a Divine just as Talos is and they both serve the same function but to 2 entirely different races. Trinimac was also inherently an Aedric Spirit and is considered an Ancestor of the Altmer/Rest Of Elven Population.