About banish daedra and soul capturing. To banish a daedra, does it need to be MY daedra? Or can a hostile one that's attacking me be banished? Whats the best enchant for me to put on a weapon for conjuration? Fills a soul gem? If I do that can I just hotkey azuras star?

Banish Daedra will eliminate any summoned atronach or familiar, including hostile ones. A single cast spell will banish up to a Potent Flame Atronach; if you dual cast it you can banish a Storm Atronach. Dremora and Flaming Familiars are immune to the spell.

If you're looking to fill soul gems for enchanting, putting a soul trap enchantment on your weapon works really well. If you're looking to maximize your conjuration leveling, your best bet is to pick up the Bound weapons spells (Bound Dagger, Bound Sword, Bound Battleaxe and/or Bound Bow) and grab the Soul Stealer perk (requires 30 Conjuration and the Mystic Binding perk), which causes a bound weapon to soul trap automatically, provided you have the empty soul gems in your inventory. You'll level Conjuration every time you cast the spell, and you'll also level the skill (One Handed, Two Handed or Archery) that particular bound weapon is associated with.

You don't really need to hot key Azura's Star. Just keep it in your inventory and it'll fill automatically .

Which is a handy spell against the Forsworn mages

Just a quick clarification - I believe (though could be wrong) that you only level conjuration if you cast it/have the bound weapon in hand near an enemy (which sometimes alerts me to nearby enemies as I like to keep it cast if I'm in potentially dangerous areas rather than getting ambushed and losing a second or so casting it, then suddenly notice my Conjuration has gone up = bad guy somewhere around here!)