Neloth referred to them as "thrice cursed". Could they have something to do with the tribunal?

I would think so. At least this is the way I interpreted it.

Nah, seems more like a Dunmer curse word to me. His heart stone experiments have been mostly behind his recent troubles, and they've made him angry. It's similar to some of the curse words here on Earth, but I won't attempt to bypass the filters to make that comparison.

Edit: Well, it does have *something* to do with the Tribunal, in that he's invoked their names as a curse.