I have purposely avoided several posts sharing the character's back story. Azreal was embarrassed that her's did not align with traditional TES tradition and lore. She was not the proud offspring of some famous Arch Mage or Count. The fact is she is "me." Uriel Septim was quite accurate when she asked him what she was doing in that cell during the opening moments of the game. "Perhaps the God's have placed you here for a time such as this." Azreal was raptured into an alternate reality called Oblivion from the mean streets of Queens, NY. She has spent her time in Oblivion much like Dorothy spent hers in the Land of Oz. Unlike Dorothy, Azreal does not need the help of a wizard. She realizes that God is in control. She has been instructed to complete her pentance/purgatory in the wastelands of DC until the final White Throne Judgement of Skyrim.
Godspeed.