To my understanding, there is Oblivion, which is the void in which Mundus exists. Mundus is the name for the collective realms that exist within Oblivion, such as Nirn, The Shivering, The Deadlands, The Pits, Attribution's Share, etcetera.
I also understand that The Deadlands is the Daedric Realm belonging to Mehrunes Dagon.
I'm guessing that "Gate of Oblivion" is a misnomer, because if everything above is true, they're really Gates to The Deadlands.
So why, then, is it that they ARE called gates to Oblivion, there are only references to The Deadlands being Oblivion, and when Martin defeats Mehrunes Dagon is it said that Oblivion has been sealed off from Nirn? That last one is even nonsensical if Nirn exists within Oblivion. I highly doubt this is just some massive error on Bethesda Soft's part, so why? Is it just a regional misnomer, such as, the people of Tamriel just don't differentiate on two things that are completely different?