Nice work compiling data!
http://i801.photobucket.com/albums/yy297/b_harrison/misc/artofskyrim_010_argoniandragon.jpg
at 2:16 we see concept art of an argonian. He is to the far left and has a sword on his back a dagger at his side and a staff in his hand. This may be how armor is hung in the new game or it may represent the certain loadouts he has hotkey'd. Of course it's more than likely just aesthetic for the concept art.
Good catch! I couldn't see past the erupting dragon. Having multiple weapons appear armed will be an outstanding bonus for screen shots. If I can see my character while in inventory (as in Oblivion), the appearance of multiple armed weapons will also add to immersion.
http://i801.photobucket.com/albums/yy297/b_harrison/misc/artofskyrim_012_interiors.jpg
at 2:33 we see a concept of a dungeon area in the top left. There are two white rats in the shot, one in the back and one climbing the pole, they are smaller in size than oblivion rat's.
Necks and longer legs make the critters look like cats to me.
http://i801.photobucket.com/albums/yy297/b_harrison/misc/artofskyrim_011_wall.jpg
at 2:39 we can see concept art of a giant ant, so there will be ants along with spiders (most likely)
I see spider drawings on the wall (8 legs), but I couldn't find any ants.
As to your theory on the Prisoner. I shall spoiler tag also just because you have but everyone is going to bloody read it anyway.
Spoiler It clearly isn't you as the prisoner, most likely some poor chap who gets the chop before you. I believe that at the beginning you will start in the prison camp awaiting to be executed maybe along with Esbern and hopefully some slave races. When oh noes a Dragon will screech from the skies and attack. In the chaos that ensues you and Esbern plot a quick escape which will end with you having to battle the beast. Upon doing so some of your Dragonborn potential is unleashed and Esbern realises your importance and sets you upon your path. Or that's what I would want from the info leaked so far.
Impressively plausible!