Skyrim holds many legends, artifacts, and powers. It may not hold the significance of Cyrodiil, but it is a place of legend and really powerful warriors.
As for the dragons, they have always existed, though thought to be in hiding. During the emigration from MW, the emperor of the time (I think Tiber) allowed them safe keeping in Cyrodiil, but are to faithfully serve the emprah whenever he calls for their aid (as seen in Redguard). But whether they are the imperial ones or not is left up in the air
Skyrimt has been building up to something - ref the rumour of Nords invading Morrowind in Oblivion ... so if it is the currently most agressive northern state then subduing it is a strong first step for an Akaviri invasion ... however I bet there has to be something more introverted going on.
The Nerevarine went to Akavir, right? And an Akaviri once held the Imperial Throne though that did not last. But that was not legend - it was fact and accepted as such. So that does not really fit with the idea of thinking 'they' were legends ... though Versuda Shae was a snake man/potentate.
THose dragons in the video actually came to life out of the stone ... that might be a bit of media flash but I am still wondering if there is more to it than that. Could they be drakes rather than dragons for example? (idle spec that) Also could they be something entirely Nord? A new genus?
The voiceover in the video ties 'them' in with the events of the Oblivion Crisis - perhaps suggesting that Oblivion was just a ruse to cover what was to come. So equally it could be that these are new creatures of the Daedra that duplicate the real Dragons. Or perhaps the Gates were just a cover to hide the fact that all the Septims with their links to Akatosh were being assassinated for an entirely differeent reason than was supposed at the time.
If that is so then the "they" in the 'one they really fear, the dragon born' might refer to the Daedra ... and that word for him might either be a Daedric Word rather than a Nord Word or a Nord word and there are Nord Daedra Cultists
Got that thought out at last!
Another thought that comes is that stone relief/carvings has to be mighty important. And such a thing denotes great age. It reminds me of what I think was MK's Drawing or Tapestry in Vivec that is on a stairwell landing somewhere there.
It is almost as if the Elderscrolls have become the Eldercarvings
edit:
ps - I personally have always liked the idea that the map of Vvardenfell actually holds a dragon in it's folds. I always see one in the paper map that came with the game anyways. AQnd that ties in with the lore that has dragons migrating to MW to sleep ... so