I think they're something else and that Korst Windeye feeds you and everyone else some crap in order to perpetuate the lame Skaal religion.
All the races have different ideas about the nature of the gods and the creation of the universe. The Skaal's ideas are just as ridicilous/right/unplausible/correct as the others. The Skaa'ls god the All-maker and it;s anthithesis the Adversary/Greedy Man
smell like Anu/Padomay, Anuiel/Sithis/ Akatosh/Lorkhan, Light/Darkness, Order/ Chaos, Stasis/ Change.