I am sorry if that question was already asked some time before. What are Dyus and Haskill in terms of race ? Are their Daedra? Mortals transported to Oblivion like others citizens of isles ? Something else entirly?

According to http://www.imperial-library.info/node/2234 Dyus was a mortal. Jyggalag did not like him dieing all the time though, talk about inconvenient! So Jyggalag just ripped death out of Dyus so he can stop dying already. Thus, Dyus is now immortal.

As for Haskill? It could be said that he was perhaps, one of Sheo's first mortal followers. It could be said he is a Daedra as well. No way to really be sure though.