I've had a couple of questions about Martina, and it may be something you're wondering about as well, so I'll post the answers and explanation here.
I decided that Martina HAD to be related to the Septim's, otherwise she couldn't be Dragonborn. Even in all my other playthroughs, it just didn't make sense that someone would just show up, regardless of what race they were (yeah, I've played an Argonian Dragonborn) and not have the blessings of Akatosh. From there it was easy to decide that an Oblivion champion, especially after taking the place of Sheogorath, could control things in their own kingdom.
As for the armor she has, I consider it a reasonable use of the console command player.additem, since we all know how long it takes to level up otherwise. And quite honestly, describing making 10,000 iron daggers just is boring, and again, Alduin wouldn't wait for you to be able to make powerful weapons.
Since I am playing while writing this, I've also done my standard wait until needed to level up. Martina is level 14 at the end of this chapter, with 4 levels pending her next level up. Yes, she's earning experience normally (no cheating with console commands for that) and regaining her skills the same way.
Again, thanks for reading my story. I appreciate feedback and if I make an error in writing, please let me know. My first reader may not catch everything, and I want this to read like you're playing the game yourself.