Isn't Malacath technically not a Daedra? Not that it really matters, if he has his own sphere of Oblivion, that makes him pretty godly nonetheless.
It's my belief that "Daedric" and "Aedric" can be interchanged, by changing one's nature. Trinimac was originally an Aedra, but of a lower subgradient than the Daedra Princes or the original Nine Divines. Hence how when he became Daedric, attributed to what Boethiah did to him, he was still weaker than the other Daedric Princes, because he was never on their power level to begin with. And why his plane is less impressive than those of beings of higher subgradients. Umaril was another example; because of his half-divine nature, he was able to alter that divine side to be Daedric.
My bad. Hard to imagine fire in an oxygenless realm of ash, like Malacath's. But then again, where did all the ash come from haha.
As I recall, clouds of dust are where stars often form. It's all about lots and lots of pressure.