Here are the 3 parents that I need a build for,
Zeus the god of the sky.
Poseidon the god of the sea.
Hades the god of the underworld.
He's been called the "tamer of horses", and has a close association with horses. Drowning a horse is a sacrifice to him, to calm the sea (so if you encounter dead horses in the water, know someone has made a sacrifice for you! ^^). Poseidon is said to cause some types of mental disturbance, e.g. epilepsy (you could make some sort of link to Sheogorath if you wish). Poseidon actually possessed a house in a settlement next to the sea (Solitude springs to mind).
Also, the other undead shouldn't be roaming the living plane, but your plane (he gets very angry when they try to leave his plane), so you could go for the elimination of all the wandering undead (kinda like Meridia actually, her sword Dawnbreaker might be useful there). Also, he hates when souls get stolen, so he should be against soul capturing. He also gets furious when people try to cheat death or stand in his way. Hades is after balance however, and thus neutral instead of evil as people often see him as nowadays. He might be cruel and pittiless, but just. Hades governs the underworld, and with it, all the riches in the ground (i.e. ores). he's a rich guy in other words. Oh yeah, just a head's up, but Hades rules over the death, and is not Death itself (that's Thanatos). Black animals are sacrifices to him, and human sacrifices are quite a big no-no. During winter, Hades is together with his wife Persephone (I dunno, maybe you could get a wife to follow you whenever you travel through snowy terrain?). His home is misty and gloomy, and full of dead of course. Oh, and there's a ferryman to bring the dead to his realm, but I don't know whether you can implement that somewhere.