Do they exist on the same level as living residents who are inside visiting the plane? Is it a sort of second life where the soul is only taking a physical form do to the will of the daedra? Is it possible for one reformed inside a plane to return to the mortal world? Is the form taken by a mortal's soul in an afterlife on a plane subject to the same limits they were in life (i.e. do they still have to eat/sleep/will they still age/etc)?
If killed in the plane (again) would the soul be able to pass into the Dreamsleeve if the Prince didn't have a reason to reclaim it? If it was reclaimed could the person be brought back to life in the plane an infinite number of times? Do the rules vary from plane to plane?
On the other hand, what happens when a random visitor who perhaps accidentally wandered into a daedic plane dies there? If they were not a follower of the particular Daedra in life will the Prince claim their soul (I suppose it depends on which Prince it is)? If another Prince had claim on that person's soul will they fight for it?