we still do not know who the COC actually was/is his race and gender are still unknown and the only choices we know he/she took were doing the MQ and becoming Sheogorath.

Sheogorath is a daedra and so does not have a set gender, Boethiah for example is a guy in the first 4 games, but a women in Skyrim.

because it makes a very important choice non-canon

When have they brought up something in a book that makes certain choices from another game in the series non-canon. The only one is the one about the Dragon-break, where they opted for a "time broke and all but 2 (Where tamriel was destroyed) happened at the same time despite them being incompatible"

as for other DLC, the only one that is known to be completed are the morrowind ones and Shivering isles, Which only have 1 ending and the choices possible during them are never brought up, ONLY the endings are brought up, which can fit ANY kind of character really. Knights of the nine is never brought up at all, the only known thing is the fall of the group, which could have happened regardless of the quest being done.

Haha. When I play my "canon" playthroughs I also like to do the companions quests first before the main quest now due to the fact that Vilkas says "I haven't even heard of this stranger" even though I've just saved whiterun and became Dragonborn a few hundred feet from where he lives

It is also a bit weak the way Valerica thinks I'm a "vampire hunter" even though I'm kitted out in my Dovahkiin gear that I wear all the time. I guess she's all seeing whilst in the soul cairn

Fair point, but what will Bethesda do when it is forced to make a choice as to who won Skyrim's Civil War? The Civil War is undoubtedly a more important historical event and will undoubtedly be mentioned in the next game.

Daggerfall is never mentioned other than "yeah, there was this huge thing that happened" and it was a pretty big historical event, same with Arena.

Also, that is the biggest debate on this forums, what are they going to do. MAny believe something will happen that will make the winner pointless in the long run and so not mentioned or what happens has no berring on the plot. For example, if they choose another province while still keepng within the same time frame, the War in Skyrim has no effect on Black Marsh, or the Summerset isles for example, and it might not even be mentioned. It could also happen at the exact same time and so they might mention the war, but it might not be done yet.