Forgive me for not doing sources here, but I'm pressed for time. Someone else can or else I can add them in later.
You are correct. The Aedra gave pieces of themselves which became the laws of the universe. Think of the Laws of Physics in real life. Though the rules aren't necessarily the same and they can be bent/changed with magic.
The mortal versions of the gods then gave birth to the mortal races (all except for the Argonians.) These mortal races, led by their gods, then went to war. The winners of the war were the Aldmer, the traditional Ehlnofey. The losers, men, became the Wandering Ehlnofey (Nords/Redguards) or stayes on Tamriel to be dominated by mer (Imperial/Bretons).
Yes. You have the general concept right. Specifics, such as how high up the chain the cycle goes, how similar/different each Kalpa is, are up for debate.
The way it happens is the Time Dragon, or an aspect of him, eats the world and then it is reborn as an egg which cracks and starts the process all over again.
Mundus is the realm of Creation. Its everything in the Aurbis that is not Oblivion. So yes, Nirn, the moons, and the God planets.
The location of Sovngarde is debate, but to me at least, I think its fairly clearly intended to be part of Aetherius. Afterlives in general are one of my favorite topics and something I could write a ton about. Still want to do some kind of big integrated theory at some point. But there are different after lives. Sovngarde is for the Nords (my personal opinion is that its Shor's way to save his favorites from being ravaged by the Aedra, "felsh for the Earthbones.") If you are aligned to a particular Daedra, you go to that realm. If you are aligned to a particular Aedra, you go to that realm (this one is less sure), IMO to be recycled.
We simply don't know. Probably the most common theory is that the Daedra of the current Kalpa become the Aedra of the next Kalpa. The theory comes from On Boethia's Summoning Day, which is either developer written or just outstanding fan fiction.
Yes. There are many gods in many different pantheons. The Redguards have a god for just about every concept you could imagine.
The similarities among the pantheons seems to be the big 8 to 9 gods you probably know. But they are not exactly the same in each pantheon and can variously be villains or heroes depending on your point of view.
However, many gods participated in creation that are not currently revered by many. The Aedra were not even necessarily the greatest gods prior to creation. But many of these gods are now "dead" in that they are purely Earth Bones. Others became the progenitors of man and then (upon death) their spirits lived on as gods.
Yes.
He is a Shezzarine, which means he is an avatar of Lorkhan. He is also a time-traveler.