Board Thread:Lore Discussion/@comment-4705438-20140201121316/@comment-13446185-20140201175126

Ikabite wrote: Anuel and Sithis are personifications of Anu and Pandomay. Is and Is-Not. They're forces, that exist outside the TES universe, and exists in pretty much any universe. They're non-sentient laws of the very existence.

So they, sort of, also exist beyond the Godhead. Godhead only has powers to shape and guide these forces into the TES universe. Many myths seem to describe Anuiel/Anu and Sithis/Padomay as sentient beings; in my opinion the fact that Anu had reached Amaranth and can now dream proves that these forces are aware.