Where do the other races go?

Aetherius?


I'm a bit confused about TES afterlife.


And just who is Shor/Lorkhan in connection the the Divines?

In general, the Dreamsleeve (not the Aetherius) is where mortals go when they die, wherein the soul is mind-wiped and recycled.

The exceptions are:
Mortals bound to daedra lords go to the lord's realm
Nords who die valiantly in battle go to Shor's realm to prepare for the inevitable mythic war. Though, I'm sure any race who followers Shor will end up there too, though nords more likely, as they tend to follow him.
I would like to say the Hist recycle argonian souls, as the argonians are, pretty much, walking extensions of the Hist