Has there ever been any official explanation from Bethesda as to what is considered canon these days, TES-wise? Obviously, Morrowind, Oblivion and Skyrim are considered canon, plus the Keyes novels, although to what degree are the previous games considered canon other than the main storylines and ending(s), considering the rather big departure in lore after Daggerfall/Battlespire? Also, has there been any mention as to whether the mobile games (Dawnstar et al) are considered canon?

There is no official answer.

Lots of people consider the three most recent games to be the only canon sources, but to do so would eliminate massive amounts of world information. Normally people simply pick and choose what is and isnt canon.

The events of the first two games were confirmed to have happened because of Alduins wall. The Travels games have had references drawn to them (Neloth mentioning Shadowey character). The novels were referenced multiple times in Skyrim. And sometimes out-of-game info written by devs/former devs ends up appearing in-game.

As far as im concerned all of the games are canon and so are out-of-game sources, but not all of the information is reliable or is so one-sided that it can be disregarded