Is there a mod that lets enemies in interiors, like caves, follow you like in Oblivion? Could that be possible with MWSE?

yes
I believe it is called "pursuit enhanced"
look for it in a list of MWSE required mods

I tried it myself but had to take it off because there were too many glitches. And when some people went through doors my game would crash.

So its a really good mod but back-up your saves before you turn it on.

Thanks for the reply. I think I have that mod but I haven't played MW for a while and I totally forgot that it has that feature.