Do the Khajiit have thief god?
Is Rajhin consider a god?
What about Lorkhaj would be considered the thief god?, he is said to be admired for his great deceit and cunning and contempt.

I'm not sure if he is a god in the usual Oblivion sense. More like a popular hero who came to be worshipped as a god after his death, probably kind of like the hero-cults of ancient Greece.

The wiki does list him as the god of thieves in the Khajiit pantheon.
http://www.uesp.net/wiki/Lore:Khajiit

"Rajhin
The Footpad / The Silent Walker
The thief-god of the Khajiiti, legend holds that Rajhin grew up in the Black Kiergo section of Senchal. In life, Rajhin was the most infamous burglar in Elsweyr's history, said to have stolen a tattoo from the neck of the Empress Kintyra as she slept. After his death, Rajhin was inculcated among the Khajiit gods, to serve as an example to them of cleverness and adroit ability. His blessing is most often asked for before undertaking activies of a less-than-lawful nature."

He's a culture-hero and regarded as a god among them, but he's not an ACTUAL God..I think. Unless he's an avatar for a thief god like Nocturnal.

http://www.imperial-library.info/dfbooks/b000_baan-dar.shtml

Nocturnal is stealthy? :shrug: