As to why a khajit would help the Thalmor.

Why would Pole or a Jew help the Nazis? Self preservation, they have no choice.

no one has replied to the 1.000.000 drakes big ask: how do a little nation of elves,very well versed in magic but scarce with weapons, to conquer an enourmous Empire based on heavy legions (formed mainly by orcs), and battlemages (remember JagarTharn and the imperial academy of battlemages) .

e.g. was like Libia wanted conquer the whole EU....or Paraguay wanted own all the American continent...

The Empire resorted to a time-destroying god robot to make the Aldmeri Dominion fall.

^^Well, we know the Altmer were the ones who invented Elven Armor, so presumably they had enough good swordsman to necessitate making armor to deal with them...

The "little nation of elves" has heavily militarized and radicalized itself, and spread its holdings quite far across Tamriel, whereas the Empire has been in shambles just trying to hold everything together since the fall of the Septims. Before that actually, since quite a few NPC's in Morrowind actually think the empires goose is cooked. For what its worth, the Dominion itself was surprised by its realative frailty, hence why they decided to attack Cyrodiil and fight a two front war. Actually, that may have been the one thing that screwed them over in the end now that I think about it. Than again, the Dominions forces were also crushed when the empire took back the Imperial City, so there's that.

Even though the Altmer aren't exactly known for outward conquest (And the skittish nature that earned them the nickname the Old Mary Dominion back in the day), they obviously aren't just a bunch of wizards doing who knows what, and have their own warrior caste. They might not be able to muster the forces the empire (in its prime) could, but they're nothing to sneeze at either. Oh, and a impressive navy to boot.

Orc nation its already live, or they're conquered from Thalmor? I liked orcs in Morrowind, they were great legionaries, and I remember a lil quest about an orc fleeing and a diamond.

Orsinium was sacked by Hammerfell and High Rock because of reasons we don't know of (Maybe for giggles) for now, but it was rebuilt. The city now lies in the region between Skyrim and Hammerfell, and some Orcs still naturally go and enlist with the Legion. I don't think its a part of the Empire anymore however.

Not because I'm strangely fond of Argonians (really, there are my second choice race in Morrowind, and I like much them) but I hope the next game will be:

a - more roleplaying and with classes and birthsigns like Morrowind;

b - based in the Black Marsh, place that I liked much to explore.