This is probably what Mehrunes Dagon is trying to say, this is just a slightly more (less?) accurate spelling - Cyrodiil pronounced with the syllables as SEER-UH-DILL I believe, or at least that's how the Dunmer seem to pronounce it when addressing Imperials in Morrowind.
Another one I've never been able to figure out is Divayth Fyr. Div-ay-f-fear? Div-aye-f-fear? Or is it more like -fihr?
I always say DAY-druh because my first exposure (haven't played Battlespire) to the DEE-druh pronunciation was with Oblivion. And I
refuse to view anything in that game as credible from the getgo.
EDIT: Interesting little fact I seem to remember reading somewhere. Dunmer is pronouned as DOON-mer, but everyone is so accustomed to the voice actors' interpretations that nobody cares anymore.