> Why not destroy Mannimarco?

That'd be the part where they don't have practically any agency anymore. They gave themselves up for Nirn, and Mannimarco is a product of Nirn. One who took advantage of a moment of divine weakness, no less. A lot of things go out the window when time itself is bound and broken, and now Akatosh is bound to protect Mannimarco as he is.

"We have all the power to rip your still-beating heart out of your chest but somehow not to crush it," against, "Holy shit, I'm literally tied up by the bones of the world right now and consequently being smacked around by focused semi-divine energy so hard that I've forgotten which direction is forward or how many timelines there are, let me gather myself. Hey, wait, who's this guy? I made him permanent? Shit, sorry Arkay."

>It's also possible that they did kill Lorkhan and he only "lives" in the Nordic pantheon.

Not really? The Bretonic and Cyrodilic faiths both view him as an active force. The Reachfolk believe Lorkh comes among them in times of great need. And even the Khajiit, who clearly see what they believe to be the corpse of Lorkhaj hanging in the sky, also believe he was cursed to walk Nirni after having his heart ripped out.

>There's also Lunar Lorkhan.

There is, and there's also the Dark Moon and worship of the moons in multiple cultures as independent, also-dead gods. And the fact that Fal Droon, the author of The Lunar Lorkhan, is also author of a book which tries to explain away Dragon Breaks as bad timekeeping and calendar mixups. Which... just going to point to Mannimarco again here.

>There's also this:[...]

I'd argue that creating pocket realms isn't the same as a realm being a divine plane. Specifically the use of 'clever magic' to create it calls that into question - it wasn't always there, a part of Shor, it's something Shor specifically made. Shalidor created a pocket realm with his clever magic, that's not a high bar. Seems on point that the god of mortals would build a consolation prize for those who struggle valiantly as he wants but fall short regardless. Every spirit can't be the next godhead, after all.

Sovngarde also isn't located on Shor, even if you believe the Lunar Lorkhan that Masser and Secunda would have been Shor/Lorkhan. You can still go to Masser and Secunda, the Khajiit conduct religious rites on Masser and Reman II personally oversaw the landing on Secunda. Sovngarde can't be Shor's plane unless we assume divine planes pass into Aetherius on their deaths, or that his clever magic completely changed how his divine plane worked and unbound it from Oblivion where the rest of the divine planes and his own body still lay.

>It's heavily hinted that the gods are shaped by whatever religion views them.

Well yeah. Kind of goes hand-in-hand with the OP and what I was saying about mortals being weak with incredible potential - enough to empower or change gods by sheer belief, to become gods or even greater by the same.