Of course they all have their own personalities, but a common trait of (nearly) all of them (because I hate generalizing) is that they think of mortals as sad ants or puppets, toys to have fun with as long as they last.
That's your OC, right? Nice one. Not many friendly Dremora out there.

Velehk Sain is an evil heartless pirate king Dremora. He has a crew of mortals and goes around bein a pirate. He's in game. You free him in the midden of the College. There's this Daedric hand and when ou put certain rings on it, he emerges and you can either free him and get some booty or banish him.

He's not "friendly" but his crew does consist of mortals.

Regardless of whether he is your favorite or not, I think the idea comes from how much you developed him compared to the other two. And how you played him in the Trial and answered CHIM-questions while RPing as him.

He's obviously your favorite of the three at least.

There was that old, lovely quote http://www.imperial-library.info/content/forum-archives-michael-kirkbride

Also, I think that accused article and the ones that followed on it, (the one that tied up one interpretation of CHIM into semi-official canonicity) had Vivec down as your avatar in Morrowind, or something. As in, Vivec achieving CHIM is the character Vivec in YOUR mind (yours in particular) reaching a state of such realisation that he kicks back against you and the game, and forges his own identity using Michael Kirkbride and the Construction Set as his Tools of Kagnerac. TBH, that is bit is way cooler than the CS part. Vivec achived CHIM when you lost control of him. I think every writer has had a glimpse of what this represents. Isn't it the holy grail of games design?

I think it's fair enough to say that Sotha Sil and Almalexia never did THAT.

Reminds me of how busy I am. I'll spend this weekend gaming.

Well, I think MK once said that Nerevar was the devs' favorite, but Vehk talks funny, so he became popular, among Lore-Khans at least. It's hard to believe MK doesn't like Vehk and his (other) favorite TES character at least equally. If a writer creates a Vehk (read: one hell of a character), how could he not like him best?

That Divine CHIMistry article. It was fun to read and actually got me subscribing to the CS theory. Then I learned how wrong it is.
All good fictional characters achieve this special kind of CHIM, when the characters no longer lets the writer dictate what the character will do.

This is why it should never have been written. You're given what you should have had to work for, and you don't appreciate it. That's zero-summing, my darlin.

But is their existence the same? They were created outside of creation.

I've often thought this too. Isn't Morrowind really about the Horator, Indoril Nerevar? The structure of the Main quest, just, throughout the game, we are discovering Nerevar's Kingdom. He seems like the more realised one to me, but there you go.

Yes, the world pretty much revolves around him in MW. Vehk is more realised only in terms of power. He has CHIM, Nerevar doesn't. We don't know about the Nerevarine though.