It could possibly have something to do with game mechanics, he could just not be classed as an NPC, undead or otherwise but perhaps there is more to it then that.
Gelebor has been in that cave for a very long time.
That his brother survived all that time shouldnt be a surprise, vampires are more or less immortal.
Gelebor however doesnt seem to me like the kind of elf who's long exposure to magic increased his lifespan. He doesnt do any magical research, he just guards that cave.
We know that mer have long lifespans, especially mer that are culturally and mythically close to the Aldmer, such as Altmer, Ayleid and Falmer. But four thousand years?
Maybe something is going on here, and his not showing up with detect spells is indicative of this.
Just as we figured out Sybille was a vampire due to her showing up with detect dead.
He could be blessed (or cursed) by Auri-El with perpetuity so he can continue his task of being a guardian. After all, he is unlikely to be training any apprentices to take his place and perhaps Auri-El wants his shrine tended to.
Or, as I have been thinking, perhaps he is not Gelebor at all but an avatar of Auri-El.
What do you guys think?