Sithis is real as Padomay, the 'brother' of Anu and one of the first two beings to ever be conceived by the dreams of the mad Godhead. He was bastardized by TES Tulpa and the Dark Brotherhood's belief that the Void is 'evil', so I often take the DB with a grain of salt.

Sithis is the nothingness and nothingness is real, so Sithis is real.