With the fall of Lorkan his body was split into Messa and Seccunda, his soul was sealed in the soulstone known as the White Gold Tower, his blood rained down and hardened to create the substance known as ebony, and his heart was shot by Auriel and ended up in or maybe even creating the Red Tower (or Mountain). Considering this was all the gods could do to stop him from returning they couldn't fully kill him because you don't go through that much trouble to simply kill something, only seal it. But the Dwemer created weapons Sunder and Keening destroyed all traces of the heart and its power. So whats to say if those weapons were used on lets say Mehrunes Dagon during the Oblivion Crisis wouldn't they have been able to do the same. Destroy a god and ultimately kill it. Considering on his death he was sent back to his plane, but Lorkan's plane is Nirn and his heart was removed from existence and not just banished. So did they devise a way to actually kill gods permanently?

Keening and Sunder were created only after many years are careful and probably potentially deadly study of the Heart. And worked by manipulating fundamentally different laws than are Daedra are subject to.

I don't think Mehrune's Dagon would let anyone near him long enough to "study" him.

There are many other things, but I'm sure other people will point them out.

The heart wasn't destroyed, it was released. Keening and Sunder manipulated the magics that bound the heart in place.