Any source or factual backing to this? I'd like to see it. If it's in a game, I have and have played all of the TES games except Redguard and Battlespire, and the Travels games. If it's on TIL or UESP, please show me a link.
Pocket Guide to the Empire, Third Edition: http://www.imperial-library.info/content/pocket-guide-empire-third-edition-magic-aetherius
MK's Imperial Census of Daedra Lords: http://www.imperial-library.info/content/imperial-census-daedra-lords's listing
Plotline of http://www.imperial-library.info/content/elder-scrolls-legend-battlespire-storyline: In the first part of the walkthrough titled "Weir Gate," I found at least two references to space. One a scamp mentioning a "busted magic boat" and a http://www.imperial-library.info/content/letter-mactana-greenway.
http://www.imperial-library.info/content/forum-archives-michael-kirkbride
There's probably more links others can find for you. I'm sure I've missed a few.
Some stuff may be open to personal preference on whether you wish to take it as canon or not.