I encountered someone saying "The Divines are up there" or something similar, and I looked up and saw the well "moon"
What if it really isn't a moon but another planet? And the Divines live up there and came down to Tamriel to give guidence but nobody could understand their message except the Dwemer.
And the Dwemer made a rocket ship and went there and are still alive and not in a different "realm"
What if the Daedras are also up there, and when you go through the oblivion gates it's actually a teleporter to that planet?
Just thinking x)