Sithis is the wind that blew the still bolder and got it rolling down the mountain, that is to say, the force that sunders the stillness of Anuiel. Sithis is The Warp, a state of constant and chaotic change for the sake of change without direction to oppose Anuiel's utter and complete stillness
All this talk about Sithis being some black god of dark void death is nothing more than a corruption and oversimplification of what Sithis truly is, brought on by the false and wrongheadedness of the 3rd era Dark Brotherhood, particularly the Cyrodiilic Chapter. If you want some dark god to sacrifice to, Mephala, Boethiah, and Lorkhan are over there, and if you want death, Arkay is sitting in the other corner, along with Lorkhan.
To boil it down, Sithis is chaos.
Also, Lucien is wrong, and is mistakenly worshiped a version of Lorkhan and certainly not Sithis, no matter how much he invokes the name of chaos.