This. I don't think Esbern was talking to the player. They are totally oblivious they're even Dragonborn before the main plot kicks off.
Not to mention he refers to the Dragonborn as though he is not even listening, he says "But there is one they fear, in their tongue he is Dovahkiin, Dragonborn!" It seems to me that if he were talking to the player, he would not have worded it that way, from the way he says it, it sounds like he is refering to a third party unrelated to the Dragonborn. I'd definitely say it's directed either to the Greybeards or some other NPC in a position to maybe be able to do something, though what Esbern is saying they should have done I can't say, after all, it's just a trailer, it's not supposed to tell us everything there is to know about the game's story, just enough to get us interested.
How much scrolls are there? Like 5, right? Since there are 5 Elder Scroll games...but I'm just guessing.
While we can presume that all events that have taken place in the Elder Scrolls series have been recorded in the Elder Scrolls, that doesn't mean all events fortold in the Elder Scrolls have already been the story of a game, if you do the final Thieves Guild quest in Oblivion, there are many more scrolls than just five, and the one you need to steal, as far as we know, doesn't even foretell the events of any game. Admitably, we can't read it, but what we know about it is that it apparently allowed the Gray Fox to know how to lift the curse.