The god Talos is the oversoul of what was once three people - Hjalti (General Talos/Tiber Septim), Wulfharth (Ysmir), and Zurin Arctus (Underking). That's all I really know. Talos confuses me.
Now when it comes to Akatosh and Lorkhan, you should know that the gods are insane and suffer something like multiple personality disorder.
The Time God has the worst case of it; as Auri-El he hates creation and men and wants them destroyed. As Akatosh he doesn't mind either. Alduin fits into this somewhere, as he was previously believed to be Nordic version of Akatosh/Auri-El. But his claim as "firstborn of Akatosh" has muddied the waters a bit.
Lorkhan/Shor/Shezzar, AKA The Space God, are all the same god, each culture just sees him differently. Lorkhan is his merish name, meaning "Doom Drum." Shor is his Nordic name, and Shezarr is his Cyrodiilic name. In the Dawn, he convinced the other Aedra that creation was a grand idea. But when they realized that they had to sacrifice parts of themselves and bind it to Mundus in order for it to work, they got a tad peeved, ripped out his heart and threw it. The place where it landed became Red Mountain. Men like the mortal world and are grateful for Shor/Shezzar's role in creation. Elves believe creation is a mistake and see Lorkhan as a trickster.
I suppose I could also add that the Time God/Space God are two sides of the same coin. It's a really bad case of MPD.