Q1: Who made the Hungers? Boethia? or Sheogorad?
There are two explanations for the origins of the lesser daedra, and the answer depends on which one you take:
1) The first is that presented in http://www.imperial-library.info/content/morrowind-monomyth-cyrodiilic-shezarrs-song, which posits that the Daedric Princes created their minions within themselves. This should be seen in the light of two things. The first is that
"all creation is subgradient(http://www.imperial-library.info/content/loveletter-fifth-era-true-purpose-tamriel)." Perhaps you can think of this like concentric circles, each circle being a level lower in nature. The second is
"the Daedric Realms were formed on much the same principle: padomaic powers using aetherial refuse to build their void-territories(http://www.imperial-library.info/content/nu-mantia-intercept-letter-7)." If we take these three ideas together, we come away with that the Daedra Lords changed themselves (created a subgradient within themselves) using aetherial refuse (creatia that washed into the Void from Aetherius) to build their realms and the lesser daedra, these lesser daedra being formed according to the rule of subgradients 'within' the Prince. Notes: The lesser daedra being subgradient to the Princes is not vital to this perspective, however it is helpful in explaining things. Also, in order to stick with the proposition that the Princes are their realms, it is necessary to view "building their void-territories" and 'creating the lesser daedra' as altering themselves rather than doing something outside themselves.
2)The other explanation isn't concisely stated anywhere, but it amounts to that the lesser daedra are minor spirits formed in the flux before Mundus who aligned themselves with various major spirits (Princes) depending on their natures. For instance, the predominant nature of Dremora is destructive (ref http://www.imperial-library.info/content/havok-wellhead), and therefore they aligned themselves with Dagon - one might also argue that the minor spirits emanated from major spirits during the flux, (ala
"Gods and demons form and reform and procreate(http://www.imperial-library.info/content/morrowind-monomyth-myth-aurbis)" and
"its energies coalesced into first forms, and these in turn made of the Aurbis what they could(http://www.imperial-library.info/content/more-about-aedra-daedra)") as opposed to forming independently of them, which allows for this theory to be tied into the first one (that the lesser daedra are creations of the Princes within themselves). Either way, the lesser daedra were minor spirits formed during the original flux, either independently or dependently on the major spirits.
Since this isn't concisely stated anywhere I'll lay it out:
"The Gray Maybe is still the playground of the Original Spirits... Their constant flux and interplay increase their number, and their personalities take long to congeal... The strongest of the recognizable spirits crystallize... Others remain as concepts, ideas, or emotions."http://www.imperial-library.info/content/morrowind-monomyth
First we have the original flux which is creating these spirits, and we're told that there are strong spirits who are able to take on form.
"He continued to place stars to map out the void for others, but after so many cycles there were almost too many spirits to help out."http://www.imperial-library.info/content/morrowind-monomyth-yokudan-satakal-worldskin
Furthermore, we know that there are lots of these lesser spirits running around the Aurbis before Mundus. Now, the question is, what happened to all these lesser spirits, because we're told that there are tons of them.
"In any case, some of those that did see the void created its like inside the Aurbis, but each of these smaller voids sought each other out. Void shall follow void; the etada called it Oblivion... "Sons and daughters of [Oblivion]" should be read as associates of/associated with, especially insofar as this association was a conscious choice."http://www.imperial-library.info/content/tower
The spirits sought each other out. The lesser spirits became the lesser daedra, weak spirits seeking the protection of strong spirits and so aligning themselves to a given Prince, hence
"We serve by choice. We serve the strong, so that their strength might shield us(http://www.imperial-library.info/content/battlespire-spirit-daedra)." This is why there is an importance placed among daedra on "oath-bonds."
A final question is why did given lesser spirits align with their given Princes.
"Faydra's clan represents the vital, but impulsive and undisciplined element of the destructive principle. Xivilai's clan represents the ambitious, but occasionally overreaching and imprudent side of Destruction. I, and my Vassal Lords, and the Dremora clan, represent the principle of Destruction as Evolution, aspiring to arts and powers of ever-increasing potency and aesthetic refinement."http://www.imperial-library.info/content/havok-wellhead
And so we're told that the lesser daedra are aligned with Princes which they are similar to. More specifically, if we hold that lesser spirits emanated from the major spirits rather than having been formed independently, the lesser daedra are different expressions of the Prince's sphere - the question is whether two spheres can be expressed in the same way.
Now, to answer the question. If we hold that the lesser daedra were spirits formed independently of the Princes then nobody made the Hungers, rather, the Hungers align themselves with whoever they feel best expresses their nature - they were 'made' by the original flux just like the Princes were, the only difference is that they were too minor an idea to stand alone and so seek alliance with the strong. If we hold that the lesser daedra were spirits emanating from the major spirits we don't get much help in resolving the question resolutely. It's perfectly possible that Hungers emanated from both Sheo and Boethiah, in that the minor principle embodied by the Hunger can be an expression of either Madness or Conspiracy.Q4: Anyone with any ideas on what it would be like to be a daedra? How bound are you to your master's will? How much of an individual are you? Why do you hate mortals? Do you experience the whole spectrum of emotions? What can't you understand about mortal life? What can you understand?
Going off what I've already presented, they are not 'bound' to their master's will at all. Rather, their will is in line with their master's will. This is true for both explanations of the lesser daedra's origins.
If they were formed independently of the Princes, the reason that their will is in line with their master's will is because they sought out a master who had a similar will to them. However,
"Clans serve by long-practice, but practice may change." So if the master's will changes, they may seek out a new master. Either way, the will of the master is the will of the servant, because they have similar wills.
If they were formed dependently on the Princes, the reason that their will is in line with their master's will is because they are expressions of their master's will. How can the will of one embodying "Destruction as Evolution" (Dremora) or "Imprudent Destruction" (Xivilai) be at odds with the will of "Destruction" as a whole, the former are only minor expressions of the latter.
However, we know that the will of the minor can be slightly at odds with the will of the Prince. This is seen in Battlespire when Imago Storm (a Dremora) disapproves of Dagon's plans; Imago accuses Dagon of acting imprudently. This is important, because it shows that the reason Imago disapproved of Dagon isn't that he is rebellious against the grander idea of Destruction (the Dremora continue to claim allegiance to Dagon even in their rebellion), rather Imago is unhappy because Dagon is leaning more toward the Xivilai expression of Destruction and away from the Dremora expression of Destruction. Hence, Imago feels that he is rebelling for Dagon's own good, because he feels that his expression of Destruction is more proper than the imprudent Xivilai expression of Destruction. He is not rebelling against Destruction, he is trying to get Destruction more in line with
his expression of destruction.
Also, the daedra don't hate mortals, and the only thing that we're told they can't grasp is why mortals do not despair in their mortality.