Daedra do not really die. Not as you know death. But we can sacrifice ourselves to Oblivion. As she did. Oblivion is existence and self-awareness without the ability to see, hear, or affect the world. For an immortal it is hell -- Unspeakable pain and horror -- Absolute loss.: From the Battlespire Storyline.
How is it that the Daedra can live in Oblivion normally and Oblivion also be hell and torment for them? We went to parts of Oblivion in
'Oblivion', and we could see and hear fine. Is it just certain parts of Oblivion or has the Oblivion referenced in Battlespire been changed to something else since then?