From "Song of Pelinal"
[And it was during] these fits of anger and nonsense that Pelinal would fall into the Madness, where whole swaths of lands were devoured in divine rampage to become Void, and Alessia would have to pray to the Gods for their succor, and they would reach down as one mind and soothe the Whitestrake until he no longer had the will to kill the earth in whole.
He wrought destruction from Narlemae all the way to Celediil, and erased those lands from the maps of Elves and Men, and all things in them, and Perrif was forced to make sacrifice to the Gods to keep them from leaving the earth in their disgust.
Sounds like genocide to me. It doesn't matter if he was insane or not, he still commited genocide.
And the Divines may be be considerd "evil" as well, for allowing such a mad genocidal lunatic loose upon Nirn.
And if Dagoth Ur and Pelinal are neutral because they are insane, it can also be argued that Sheogorath is neutral as well.
Last, I think that most of the gods in the TES World are neutral.
Just look at the Aedra for example. Time, Life and Death, Craftsmanship, Scholarship, war, Air. These all seem like neutral concepts to me.
Same goes for the Deadra. To me, Mehrunes Dagon, Boethiah, Hircine, Malacath, Namira, Meridia Nocturnal, Periyite are all neutral.