Sadly, most of it is oog (written by your favourite author :p) but we get the idea of the Psijic Endeavor from the book The Changed Ones. It was taught to St Veloth by Boethiah and Mephala. The thing about Dunmeri belief is that they don't view Lorkhan as a devil or trickster, as others do. Rather than see Mundus as a trap to be escaped, they see it as a testing. Understanding that is a good way to understand why Bioethiah is important to them.

Yes, Lorkhan's purpose was the secret that Boethiah told Veloth that made him splinter from the Altmer.

Dunmeri lore? I ain't got time for that, I'm studying the stars, man.

Wow this a crazy and puts many things in perspective while also revealing so much. Great work Mat. Lol it tooks me a couple of minutes just thinking about what is says.

The Ehlnofey that became Men were helped, protected, enslaved, by Lorkhan. Different stories give different explanations. This is what he taught them, or these are who believed his version and eventually became men.

Mundus is freedom from eternity. It allows for new experiences, the extreme highs and extreme lows compared to the unending, unchanging, leveled stasis that was Aetherius.

The purpose of Mundus is ascension. To rise above reality, to rise above the gods. This is Shor's secret/Lorkhan's trick. He sacrificed himself so others can succeed where he could not; Amaranth. The creation of a new Dream.

Beyond the dream.

Everything is in the Dream.