Skyrim's backstory annoyed me. Not because it conflicted with what we had previously, but because a lot of it was worse. this isn't to say previous games are scott-free, and who knows what travesties the elder scrolls online has brought out. The concerns that come to mind are:

Alduin being a black dragon with red eyes who's tougher than the rest of them. The lore before skyrim had him as the world eater. Like the litteral world eater. Daedric princes would fear him. He's the destruction of akatosh, in the sort of sense that the Hindus of the real world have a creator, ballance and destroyer gods who take it in turns to create/maintain/destroy creation. That was cool. a black dragon with an ego isn't.

Falmer being goblins. If ya want goblins, use goblins. Don't ruin an ancient civilisation that could have had ruins, artifacts, legends, style, maybe a few ghosts or leftover sentries. if it had survivors; stories, a new point of view on nords/dwemer, hidden magics, and so on and so forth. The dwemer betrayal isn't going to ruin the majority of a race, and I can't remember why there's no falmer artifacts in the core game. 'make them goblins' is an easy route, but it's far from a satisfying one.

Vampires.

Ripping off of underworld is immensely dumb. Please don't do that.

But the main thing is that in oblivion, or perhaps before oblivion, Vampires had distinct clans/bloodlines (Assamite master-race!). If I call correctly, the order of cyrodill were the most human, and could easily pass themselves off as humans provided they were well fed. The rest couldn't/struggled. Vampires in morrowind were terrifying. Easily a sure death for a low level player, and their voices would cause guts to drop. Vampires in oblivion had a more human element to them. Vampires in skyrim... well, I was expecting a clan of ice vampires who lived under frozen lakes that they could travel through without breaking the ice (and bring people through. Pretty metal). Instead I got pale people in robes (not distinguishable at all from necromancers, really) then I got people in 'vampire' uniforms and big transformations.

werewolves- Make up your mind.

Dwemer

- Skyrim dwemer architecture is distinctly less cool than it was in morrowind,oblivion,and redguard. true story. I think it's down to skyrim wanting dwarves to be more mainstream. Short guys with axes and beer who live in stone halls under mountains. Y'know, norse stuff. Understandable really, but TES dwarves are dwemer. Psychotic wizard engineers who build giant robots, secret volcano bases, Airships and of course eventually all simultaneously had every member of their race on presently on tamriel disappear into a realm of pure magic, leaving half a a single half man/half robo-spider. Now Skyrim keeps some of the robots and adds an unreasonable amount of death traps, but it still leaves the dwemer a small shadow of the techno deathbags they aught to be. we get stone carved hallways from a race of mad scientists. It just doesn't fit.

The shivering isles

Good expansion pack. far too sane.

If you think any of this is conflicting, you aren't deep enough down the rabbit hole. There's no need to retcon, because it's all very well expained.

Something is keeping Alduin from being his true, world ending self, and he needs to defeat a Dragonborn to get back to work.

I don't know where your complaints about the Dwemer and Werewolves are comming from... Nowhere are the Dwemer depicted as typical fantasy fare, and Werewolves are basically as they've always been.

The Vampire thing has some legitimacy, but again is missing context. Most of the other varieties seem to have been largely wiped out, leaving those aficted with Porphoritic Hemophilia, and the Volkhair. The Volkhair may not be the Ice-phantoms we were previously led to believe, but they are certainly distinct in their powers.

As for the Falmer... Previously, they were only a myth. What's more, they were thought to be Ricklings! RICKLINGS! Literal goblins! There was absolutely nothing wrong with what they did with the Falmer.

The only prince that feared Alduin was Mehrunes Dagon because of when he got eaten by Alduin in the previous Kalpa, the rest don't care because the world-eating doesn't matter to them.

Vampires and Vampire forms, literally been done throughout other forms of fiction not just Underworld, hell the beginning Dracula fight in Sympathy of the Night/Rondo of Blood is not only a good example but straight up iconic for the series. As for "ice-phantoms" not only do we get that from a book that could be fictional and made by a vampire solely to confuse and ward off vampire hunters. Plus "ice-walking" would be a nightmare to program.

Yeah I think this is a bit way off base!