Also the "good" and "evil" gods of the Lightbringer faith are called the Aedra and Daedra, respectively. Though the individual gods are quite different from The Elder Scrolls, and seem to be more black and white (save for Nocturna).
There are also shout-outs to classical mythology too. Such as the spider trickster called Anansi.
A shoutout to a different Shared Universe Setting that some of the early MK Writers had also worked on called "Tales Of The Blind Pig" is a recurring bit of scenery known to the keeps as a tavern called "The Deaf Mule"
There is a scene in the same story with Duke Thomas and Princess Malisa have an exchange that is identical to one had between Link and King Harkinan in the Zelda CD-i games. Complete with Duke Thomas calling his daughter "Mah Boi"
In En Lieu, an easily-missed reference to the The Court Jester actually ties into the ongoing plot.