I am actually strongly against the Nerevarine, or any other player character from a previous game, returning. It forces an appearance onto what was always a player choice - It makes (for instance) a male Nerevarine more canon than a female, or a tall one more canon than a short. That would be a terrible, TERRBIBLE thing to do.
The Tribunal coming back would have to be handled very very carefully, for the simple fact that two of them are physically dead at the end or Morrowind, with player choice deciding the fate of the third.
I'm also a little fed up with the war theme from Skyrim - It wasn't amazingly handled in that game without using mods, so unless they up their game, I don't think it would work. War is hard to do with certain engine limitations and restrictions on the number of actors you can have in an area without slowing the machine to a crawl - The Skyrim war didn't feel like a war. It felt like a bar brawl. Very VERY small scale.