In the Skyrim loading screen it says "The Oblivion Crisis was caused at the end of the 3rd era by Mehrunes Dagon, who tried to enter Mundus in his tru, and terrible form". That's off the top of my head, but it implies that Dagon either tried to merge his realm into mundus or that he actually has a true, satanic form (for his avatars?). But the Daedra didn't always have realms, so maybe that's how he looked before he made a realm.
Skyrim definitely complicated things... more.
A: Yeah, Dagon had just that perfect combination of time and placement that, when the Towers started to fail, he could pop in and say hi himself. His form is that of the ultimate destroyer both literally and symbolically, with the red and the horns.
As for Skyrim complicating things, not really. It's only even close to Morrowind complexity when taken as part of the greater series instead of on its own, and most of the big ideas were present in some form already, like Aldiun being Akatosh's son despite being an aspect of Time and therefore partways to being Akatosh at the minimum.
Magnus and other leapers dont seem to be recognized very much. Nobody seems to worship them and they don't have shrines or blessings. You'd think more mages would worship magnus instead of that one aedra (julianos?), if of coursee magnus is still a magna ge and not a red devil.
Magnus and the ges have no stake in Mundus, therefore are always constant with or without worship, and would likely ignore it even so.