I have a question to you Lore buffs; are Atronachs fully sentient (sapient?)? Is there any evidence that suggests things either way? Do they have minds of their own, or do they mindlessly wander until they are summoned or bound in service some other way?

Yes, one can talk to them. In Battlespire and Morrowind anyway.

Indeed they are, in morrowind theres a cave with three of them giving you riddles

They have conversations in Battlespire. Some are smarter than others.