1) Who is Shor/Lorkhan? What is his relation to the Divines?

2) In terms of "godhood", just who or what is Alduin?

3) Who is the "premier" god? Akatosh?

1) Oh boy, you had to mention Shor. Here's some reading
http://www.imperial-library.info/content/skyrim-spirit-nirn, http://www.imperial-library.info/content/oblivion-shezarr-and-divines, http://www.imperial-library.info/content/morrowind-monomyth, http://www.imperial-library.info/content/morrowind-varieties-faith-empire

2) Plenty of discussions on this on other threads

3) To the [censored] Niners and the altmer.