This is specific to Oblivion, but lore nonetheless I think. Clavicus Vile's quest for you is to require Umbra, and in return he will give you his Masque, but there's the option to keep Umbra. All throughout the quest Barbas urges you not to bring Clavicus the sword, and when you actually get the sword, he tells you just to keep it, because it would be nothing but trouble for Clavicus Vile. If you decide to keep the sword, Barbas tells you that it was nice knowing you, as if the player should fear some retribution.

My questions are as follows:

Is there any (known) history between Clavicus Vile and Umbra, or is it simply implied?

Is there any (known) history between Naenra Waerr and Clavicus Vile?

Was Barbas simply tricking the player, and if so, does he have a (known) history of this?

Not necessarily between the two, but both share a common trait in the snaring of souls. Umbra is designed to trap souls. In Redguard Clavicus Vile made a deal with a Sload necromancer to give favors in exchange for souls, and held Cyrus' sister's soul hostage.

I wouldn't say he's necessarily tricking you, just adding a little flavor/perspective to the quest. His only other appearance is in Redguard where he stands beside Vile and changes his head into various different forms (including that of Cyrus).

If you played morrowind, there was also a knight there named Umbra who wielded Umbra. The sword consumes the soul and identity of those who wield it. He's saying that your life as you knew it is as good as dead now that you decided to hold on to Umbra. Something that benefits Clavicus Vile, by the way, since he's all about that sort of thing.

So he didn't trick you, but at the same time he really did trick you? O.o Barbas that is.

Barbas originally told you not to take Umbra, or go anywhere near its wielder. So by picking it up you've put yourself in a no-win situation as far as he's concerned.

Okay, I'll take that.

But is there any connection between Clavicus Vile and Naenra Waerr?

No.

What about his scamp incarnation in Morrowind?

I think that was more of an easter egg.

Yes, it can by considered as an easter egg but I think that you can take it seriously. There is no reason why it can't be possible.

Then...drunken mudcrabs ARE taking over the world! O NOES!