I'm kinda confused when it comes to Azura. Note how he/she looks really elven in morrowind? Have a look at her statue in Skyrim. Not elven at all. Oh sure, Azura is a Daedric prince, can take whatever form he/she wants. But here's the thing: the statue in Skyrim was built by Dunmer who have escaped from Morrowind.Does that mean the Dunmer see her both as elven as well and human?

I don't think you can see her ears on the Skyrim statue, and it looks pretty weathered, so details on the face that would have made her look more elven may have been eroded.

Her ears are hidden, and she does have sharp features like one might see from a Mer.