This is all just my personal first thoughts, without having looked up the context of the quote.
'The fire is mine: let it consume thee,
Red Mountain - a fiery volcano. To put it more mystically, the crucible of the alchemical fire of change that flows from the Heart of Lorkhan (the Soul of Padhome) and purifies all it touches. This is the fire that, mythically speaking, transformed the golden Velothi Aldmer/Chimer into the ashen Dunmer (which is actually a reversal of our world's usual alchemical progression).
The Tribunal is described elsewhere as 'the secret triangular gate'. More generically, a 'secret door' is a symbol of personal transcendence. 'Secret triangular gates' are often (in real-world mysticism) a euphemism for a particular kind of 'transcendence'. Since children read this forum, let's just say it's something only girls have...
Red Mountain/Vvardenfell/Morrowind - a place where Padhome's aspects (the Daedra) are worshipped.
In the House of Boet-hi-Ah
The Velothi (-->Chimer-->Dunmer) are the 'House' that Boethiah built (because Boethiah is said to have instructed them in forming their Great House social system, as well as in 'responsible architecture').
Where we become safe
And looked after.'
Morrowind is the Promised Land of the Velothi/Chimer/Dunmer, where they could escape persecution for their heterodox beliefs.