"Shor Son of Shor" connects Tsun to Trinimac. Whether he is also Zenithar, and what that means for Malacath are different questions entirely.
Check out Tsun's buckle, and check out Malacath's buckle in Skyrim. They mirror one another. Tsun's is that of a demonic head, while Malacath's buckle is that of a skull.
Trinimac was demonized, hence the demonic head. Tsun was slain, hence the skull.
I don't think it's coincidence.