I cannot remember the last time anyone refrenced Anuiel or Sithis when discussing the foundations of the Arubis

Anu, Padomay, Akatosh and Lorkhan...but never Anuiel or Sithis

Everyone forgets that Sithis birthed Lorkhan and Anu birthed Anuiel

Anu and Padomay are representations of the schizophrenic mind of the Dreamer. "They" are outside of the dream.

Anui-El and Padhome (Sithis) are the counterparts of the Dreamer inside of the dream.

Auri-El and Lorkhan are the echoes of Anui-El and Padhome within Aetherius.

Jyggalag and Sheogorath are the echoes of Auri-El and Lorkhan within Oblivion.

That's how I view it, do with it what you will.

I've always viewed Anuiel and Sithis as personifications of the impulses of change occurring as Anu and Padomay came together. Anu is everything, Padomay is nothing; therefore, Anuiel is "something," ever-changing possibility, while Sithis is the division between all the various "somethings" of Anuiel (hence his association with "void").

Anu and Padomay existed in the original Godhead's Dream, until the Anu-Padomay-Nir Enantiomorph happened which ended with Anu falling asleep out of despair. He was so lonely that he dreamed of Anui-el and Sithis, and eventually the Twelve Worlds of Creation. Those worlds then became Nirn through Lorkhan's trickery.