Nature of "space" in TES?

[Shazam121]

This site uses dimension tiering, dimensions are a feature of our spacetime... something TES doesn't have. Is it true that "space" only exists in Mundus? If so then Oblivion and Aetherius are "space-less". So the Daedra and the Magna Ge are tier 11? Which sounds silly ofc.

Space in TES is Lorkhan right? And Lorkhan has been missing for some time now, what does that mean for the cosmology?

Any lore buffs who can clear this up for me?