I might work with Azura. The game just tells us that she is a goddess of sunrise and sunset, but never goes into detail about what that actually means. When I put my knowledge symbolism and comparative religions to that, it it leads me to focus on how these times are moments of transition. It is a time when it is neither day, nor night, and the world hangs between these two states. That makes me think of Azura as a goddess of transitional states, who guides people who are moving from one phase in their life to another. Such as going from childhood to adulthood (being a teen is so much fun!), or going to student to worker, or single to married, married to single, etc...
Also I imagine that people who walk between worlds in other ways would follow her as well. Transgendered people are kind of obvious here, as to a lesser extent gay folks. Likewise magicians, as IRL, all magicians are edgewalkers, who live with one foot in the mundane world, and one foot in the spirit world. To do magic, you must be able to step back and forth between them just as easily as we might step from the kitchen to the dining room. Beyond that, anyone who for one reason or another does not fit into "ordinary" society.
Because of that, I tend to picture her as being similar to IRL Hekate, who is also a goddess of transitional states. Although Hekate is a goddess of the New Moon, rather than dawn and dusk. However, the New Moon is a similar phenomena. It is a time when the moon is not seen to be there, but rather is suspended in a limbo between death and rebirth. Hekate rules over these places in between, when one is not one thing or another, but waiting to be born anew.
In the games we also see Azura often being associated with prophecies. The prophecy of Nerevar's Return, her warning the Dunmer of the impending eruption of Red Mountain... That also tends to reinforce my connecting her with Hekate, who is also called Antaia, the sender of nocturnal visions.
Given that I am dedicated to Hekate IRL, it would not surprise me that I would do the same with Azura. Assuming that my above suppositions are correct. That of course does mean I would give the finger to the other deities out there. I am a happy polytheist. One can never have enough goddesses and gods. I would work with whatever deity was suitable to whatever circumstances I found myself in. If I needed wisdom I would look to Julianos. If I needed the spirit to fight, then Trinimac. A good lay - Dibella. And so on.
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