So Sithis is not sentient? Then what the hell is talking to me at my shrine to him in Deepscorn hollow?
Lorkhan, the dude that made the gods mortal, lost his heart and has been imprisoned in an Earth Bone cage. More less what the statue depicts.
It's okay to worship him as your Grim Reaper though, he brought death back to the Aurbis, without that there'd be no murder. Hence he's called the Dread Father and with Mephala Mother of Secret murder gave Birth to the Dark Brotherhood. Though frankly said, I doubt it was anything more then a one night stand and she wanted to keep the baby.
It's even okay you got it all messed up. The Dark Brotherhood is just a degenerated spin off from the Morag Tong. I wouldn't expect them to be able to discern the philosophy from the religion.
Some more ramblings in http://www.imperial-library.info/obscure_text/chaos.shtml.
Owh and Gaurds, please arrest this man.