Tiber Septim (or Talos) is the 9th divine, the one currently banned in the Empire because the Thalmor don't believe he became divine. If that were the case, shouldn't Tiber Septim be located in the same Sovngaard that the Dohvakin briefly travels to? Tiber Septim grew up in Skyrim as a dragonborn, and led a fierce warrior's life. Descibed by Skyrim's locals as a "native son" this would mean he was nord, despite being born in High Rock. Tiber Septim would surely be in Sovngaard if he did not become divine.
All the dragonborn needs to do is ask Shor if Tiber Septim is among their number for proof for or against this Thalmor ideology. The problem would be bringing the proof back to Nirn.