Theirs is also a corruption/interpretation of Mephala mixed in with the worship of Sithis, similar to how the Brotherhood is a corruption/interpretation of the Morag Tong (who is more clearly associated with Mephala).
What I find interesting is how much the mortals can shape the gods. As Mortazo said; belief has power.
There's a quote from the book "The Years of Rice and Salt" which I like:
"The words of God comes to us like rain falling onto the earth. All our understanding of God is therefore muddy."
Ergo, man's inability but continual attempt to understand things beyond her.
However, with belief having such power, wouldn't it also possible for mortals to change the gods (and possibly the daedra too).
What people believe shapes and defines the gods. Perhaps not quickly and certainly not easily, but still.
A kind of reverse mantling, to use the TES term. The god starts to assume the properties the worshipers believe him/her to have, because lending the mortals power in exchange for prayers eventually form an almost symbiotical bond, making the mortal's beliefs a part of their character.
If that is correct, it might be possible that the Dark Brotherhood's quirky mix of Mephala/Void worship ends up creating an avatar of Sithis.
Not an avatar of Sithis-Void though, since Void has no connection to Nirn, but something else, that nonetheless will bear the name Sithis.
That creation myths are similar but contain "local" varieties I don't find very strange.
Since people are limited in what they can see and understand, they will interpret it by referencing it to what they
can see and interpret, i.e. the environment around them and their own experiences.
Because that varies, the creation myths vary too.
I'm a bit hesitant to drag IRL parallels into this, but I think it's safe in this case.
When looking at RL religions and their creation-myths, scholars have found that there are certain key elements in virtually all of them, a kind of meta religion, with the actual religions being the local/cultural/racial variations.
The ES
Gods might be different from ours, but you can always trust people to be people (even when they're mer or khajiit or argonian), so that fits.