Is it possible for a Deadric Prince to invade another Daedric Prince's realm? For example, could Sheogorath invade Coldharbor?

If it is possible, under what circumstances would they do it, because if it was easy surely Mehrunes Dagon would have attacked every other realm by now?

We know little of conflicts between Daedra, but Jyggalag mentioned that his dominion "expanded across the seas of Oblivion with each passing era", and Haskill seems to have implied that Daedra do wage war against each other.

Actually taking another Prince's realm is another story. Even if it's possible to sever a Daedric Prince from his realm you would not only have to worry about the defending Prince having the home field advantage (As in the very least they have significant power over their realms) but the possibility of another Daedric Prince invading your own realm while you're away.

You will probably get the response that a daedric realm is the daedra but I really think that's debatable.

Why would Dagon want to invade another daedric realm though?

To smash and destroy things. But is that possible in Oblivion? Isn't one of the reasons the Deadra love Nirn so much is because you can kill people and destroy things and they don't come back?