"I love you....I kill you
Don't mind the pain....its my way of showing affection
Oooh....is this bit supposed to come off?
Yeah.....if that's what you mean......she fits the mold.
You know...guy's... Dibella is the Divine of Love, Beauty and Artistry...and while I find the female form...very beautiful, I think my Love would be expressed better to a male..
If I remember my lore correctly (and I may not), Azura is one of the daedra who are perfectly wrathful with those who earn her ire....but where it comes to the Dunmer she's rather more....gentle. This is the bit where I may be fuzzing things up.....way back when the dwemer were still building Gods and mocking Daedra the golden skinned Chimer were knocking about and worshipping Azura (among other Daedra). Through the events of the war between Chimer and Dwemer, Dwemer disappearance and rise of the Tribunal, Azura's special favourite Indoril Nerevar got a knife in the ribs for his troubles. As punishment Azura cursed the Chimer (and Tribunal) so that they became the Dunmer with skin of ash and eyes of fire that all may know what happened to Nerevar. Almalexia used her "divinity" to maintain her golden appearance and Vivec went half 'n' half (Sotha Sil I never ran into during my time in Morrowind)
Long rambling point being just because one is a Daedra (read: not Ancester) rather than an Aedra (read: Ancester) does not mean one is incapable of compassion, especially towards one's special favourite/worshippers
(I hope I've left this as free from spoilers as possible with regards to previous installments)
P.S Am I remembering right that Azura is also responsible for creating the Khajiit at the dawn of Mundus?
Well I probably earned her ire by converting her Star into the Black Star, at least her priestess was mightily pissed off, but so far she hasn't manifested her annoyance in any discernable way and no lightning bolts have been hurled down to strike me dead at least.
Not really. Malyn Varen did that, and you've killed him for her. It's also probably easier now for her to restore it when you're done with it than it would have been without you.
She created the Dark Elfs (well they died and she turned another race into them?) and the Khajiits? Huh...
Azura is Buffy's godmother. Not surprisingly she just reread the in game book Invocation to Azura. Coincidentally noticed one paragraph devoted to Boethiah that reads as follows:
'My brother was a wizard of the cult of http://www.uesp.net/wiki/Lore:Boethiah-and from what he told me, the Dark Warrior was closer to my spirit than the treacherous Molag Bal. Boethiah is a Warrior Princess who acts more overtly than any other Daedroth. After years of skulking and scheming, it felt good to perform acts for a mistress which had direct, immediate consequences. Besides, I liked it that Boethiah was a Daedra of the Dark Elves. Our cult would summon her on the day we called the Gauntlet, the 2nd of Sun's Dusk. Bloody competitions would be held in her honor, and the duels and battles would continue until nine cultists were killed at the hands of other cultists. Boethiah cared little for her cultists-she only cared for our blood. I do think I saw her smile when I accidentally slew my brother in a sparring session. My horror, I think, greatly pleased her.'
I'm not sure I would call her turning the Chimer into the Dunmer "gentle" but past that point generally speaking Azura is more favorable to the Dunmer. She is one of the Reclamations after all. And you have the general idea mostly right.
The nature of the Daedric Lords is debated, so whether it is compassion or serving their own ends is up to interpretation.
As for that last sentence, the lore you are looking for is http://en.uesp.net/wiki/Lore:Words_of_Clan_Mother_Ahnissi.
See the aforementioned Words of Clan Mother Ahnissi. It is the creation myth of the Khajiit. According to the book, Azurah is directly responsible for creating the Khajiit.