I also think its Hermaeus Mora, because it's triggered by you using a shout. And it doesn't matter where you are when you use the shout: Tamriel, Soul Cairn, Apocrypha, etc.
I don't think that any living being, including Paarthrnax, could know if you are using a shout in the soul cairn or apocrypha. Only a daedric prince or an aedric entity could do that. Old Herma Mora seems to have more involvement with the dragonborn than any other daedric or aedric entity, so it makes the most sense.
The petty squabbles of lesser men and the common rabble are of no greater concern to my grand design.