There should be only one god... And thats the Emperor
Nah but TES has always confused me at times with its gods just spliting off into differnt personalities and being the same person but not at the same time.
Well, if it helps, people seem to accept that Lorkhan = Shor =Shezarr, but getting past the idea that Auriel = Alduin = Akatosh can be difficult, due to the [censored] imperial's dilulted and widespread belief, due to politicking and Akatosh being portrayed as a good guy in nearly every game.
Even Tiber got the idea, but knew how to handle it better, by being Talos, instead of instituting Shezarr again. Talos is pretty much a stand-in for Shezarr/Shor/Lorkhan. A much more acceptable deity for everyone, save for the Altmer of Summerset Ilse, who are more hardcoe than the nords are with Shor and their anti-merrish belief.