The second Elder Scrolls game, Daggerfall was also a city, actually pretty near Sentinel, just across the Illiac Bay.

Arena was supposed to be a nickname for the whole continent of Tamriel. Oblivion is a place, but most of that game was set in Cyrodiil.

So only two of the five so far, Morrowind and Skyrim, have been named after whole provinces.

The Elder Scrolls 2: Daggerfall comes to mind.

If that's it I'll be annoyed just because sentinel is such corporate word. It feels corporate doesn't it? Yes it's a city there, but it's the "safe" sounding word. I'm just bracing for the next elder scrolls to be like Starfield. Toxic positivity and writing right out of big corporate thinktanks.