I'm working on transferring over my theory write up that's posted on Bethesda's Official Forums here and here. I will be updating this page with the info but for now here's a taste...
My theory on Shor's connection to the Dovahkiin (Dragonborn) in Skyrim:
The dragon shouts aka Thu'um is the same source of power that launched the last line(s) of emperors. I believe the Dovahkiin will launch a new empire to rule Tamriel and this whole saga has something to do with Lorkhan/Shor. We know these Dragonborn are anointed by the gods and born with the soul of a dragon and have been past emporers to the dynasties that rules Tamriel but I think the player character may in fact be a Shezzarine.
Shor (God of the Underworld): Nordic version of Lorkhan, who takes sides with Men after the creation of the world. Foreign gods (i.e., Elven ones ) conspire against him and bring about his defeat, dooming him to the underworld. Atmoran myths depict him as a bloodthirsty warrior king who leads the Nords to victory over their Aldmeri oppressors time and again. Before his doom, Shor was the chief of the gods. The elves or Mer primarily worship those Aedra which removed themselves from the creation process in time to save their divinity. As with nearly all Tamrielic religions, they revere Akatosh, whom they call Auri-El, as their chief deity.
So there is a history of him vs. the other Aedra giving him more then enough motive to help out the humans with a hero when the time comes that the other Aedra want to destroy him and Nirn (possibly the same thing as he was cast down). The other Aedra were "tricked" into creating Nirn by Lorkhan and want to go back to where they came from as free spirits.
I think Lorkhan (Shor) is sending another Shezzarine or avatar down as he has a history of helping out the three other emperors with shezzarines and/or demi-gods.
Each one of the three previous dragonborn Emperors was helped by a Lorkhan or Kynareth before...
Alessia had the infamous Pelinal Whitestrake, who was sent to Alessia to become the leader of her army. Pelinal was a demi-god and possibly the son of Lorkhan. Pelinal plays the same role as a long line of avatars (Shezzarines) sent by Shor to champion the cause of mankind. Pelinal, however, is an exception, as he exhibits significant bonds to Akatosh as well, who is hostile to Shor.
Reman Cyrodiil was actually a son of the gods himself! The Remanada Chapter 1 describes him as the product of a union between King Hrol (and the Spirit of St. Alessia. And the Remanada Chapter 2 links him to Tiber Septim even. Reman instituted the modern coronation rites, such as the Dragonfires. Known as the Culture god-hero of the Second Empire, Reman united Cyrodiil and led its armies to victory over the Akaviri (tsaesci Invasion) the same invasion that his father King Hrol had visions of. Reman defeated the Akavir and then accepted the fealty of the invaders and accepted their military and strategic input for the good of the newly formed Second Empire. (Worth noting the dragon symbol of Skyrim and the Blades and all that came from this) The Reman Dynasty was ended by the Dunmeri Morag Tong at the end of the first era.
Tiber Septim had Ysmir who was a avatar of Shor/Lorkhan to help him out. The extensive backstory on this important Shezzarine can be read HERE.
I really think Shor keeps taking Avatar form time and time again to rule Mankind. "Atmoran myths depict him as a bloodthirsty warrior king who leads the Nords to victory over their Aldmeri oppressors time and again." First with King Harrald Hairy Breeks who used Thu'um. Then with King Wulfharth who also used thu'um as he ruled Skyrim in 1E 500 and was later resurrected by Shor to be his Shezzarine. Finally Shor visited with Tiber Septim at the battle of Old Hrol'dan and taught him Thu'um as well. Tiber Septim would use the dragon shout/Thu'um to lead his troops into battle and unite Tamriel under one empire, the Septim Dynasty of the 3rd era. (More on his history click here) Coming up... King Dovahkiin, the man who will launch a new empire in the 4th era through his use of Thu'um aka Dragon Shouts?
I really think Shor keeps taking Avatar form time and time again to rule Mankind. "Atmoran myths depict him as a bloodthirsty warrior king who leads the Nords to victory over their Aldmeri oppressors time and again." First with King Harrald Hairy Breeks who used Thu'um. Then with King Wulfharth who also used thu'um as he ruled Skyrim in 1E 500 and was later resurrected by Shor to be his Shezzarine. Finally Shor visited with Tiber Septim at the battle of Old Hrol'dan and taught him Thu'um as well. Tiber Septim would use the dragon shout/Thu'um to lead his troops into battle and unite Tamriel under one empire, the Septim Dynasty of the 3rd era. (More on his history click here) Coming up... King Dovahkiin, the man who will launch a new empire in the 4th era through his use of Thu'um aka Dragon Shouts?
Most importantly though each of the three listed emporers conquered or united all of Tamriel under one Empire and started a new era. Another Hint as that's what the Dovahkiin is to do, the 4th era begins in Skyrim.
Besides Lorkhan (Shor) Kynareth is another God that might play a role in this:
Kynareth, whom the Nords called Kyne, was the widow of Shor.
Kynareth sent Alessia a son, the Nordic demi-god hero Morihaus, to advise and aid Alessia. He helped her to rally the other slaves to her cause. From that moment Alessia was known as the Slave-queen. Alessia had Kynareth also sent Alessia visions that would aid her fight against her masters. The third of these visions was of another legendary figure of the First Era, the infamous Pelinal Whitestrake, who was sent to Alessia to become the leader of her army.
I posted this on Bethesda's forums awhile back but I think it pertains to the topic of discussion so I'm going to share it here.
It delves into why I believe Anu is Lorkhan and Padomay is Akatosh & this explains some motive stuff further for Skyrim's storyline.