... Like the Dovahkiin can?

I haven't found any info about it, other than that Septim was devoted to the cult of Julianos and devoted to helping moth priests. There was also that mysterious lore posting awhile back with a sketch of Wulfharth and Hjalti standing over the dead body of Cuhlecain...and apparently a scroll in their midst.

On a sidenote, why could Pelinal (or someone on Pelinal's behalf) kill with moths? What the hell is up that?

Pelinal didnt kill with Moths, moths killed a guy who asked if Pelinal was a Shezzarine.

Also, I think he was killed by moths for asking something he shouldn't

Yeah, but I'm still confused on why.. He seemed to always get pissed if someone called him Shezzarine or Shor. But the moths acting on his behalf is very interesting.. were they protecting his identity?

Or are the moths acting on Shor's behalf?

lol.. the plot thickens.