The aedras have been witnessed multiple times. Ex: Oblivious Crisis, Tiber Septim, Dragonborn, etc.
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The Dragonborn is just using advanced magic, nothing more. The Oblivion Crisis is a legend, made to tell children before bedtime and Tiber Septim, while a real man, is not a god.
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Every legend has its roots in truth, and there would be no magic without Julianos.