Some tarrot allusions:
Nerevarine = The Fool + The Universe (the first and last cards of the Major Arcana - Nerevarine starts and ends the journey)
Dagoth Ur = The Devil ( + the Tower). The Devil is the symbol of transformation, chimerism (like Pan - half-man and half-goat, with the third eye), and Dagoth Ur transforms his followers.
The Red Mountain = The Tower = the Ego = CHIM's I = creative power.
The logo of Morrowind = The Star + The Moon = Azura + (Masser + Secunda) = Azura + Lorhan. The Star guides Nerevarine to his destiny.
Sotha Sil = The Magician?
Vivec = The Hierophant (he teaches lessons)
Kalpa = The Wheel of Fortune
Dagoth Ur = The Hanging Man? (he has halo and hangs in inverted position - he provides another point of view).
Maybe Nerevarine performs the tarot's Fool's journey? (starts as the Fool, level ups (Caius Cosades' quests), finds out that he is Nerevarine from the spirits of the cavern (the Judgment? parallels to Greybeards?), gains wisdom from Yagrum (the Hermit, looks parallel to Paarthurnax), unites the Great Houses (the Chariot), destroys the Tower...)