So, I've noticed in Oblivion that these two races of daedra aren't exactly very fond of one another.

Is it because Sheogorath has too much rivalry going on with both or what is going on with that deal?

Seems they have this huge battle to gain favor at a location ( I can't remember where) to gain Sheogorath's favor.

They're fighting eachother for Sheogorath's attention. six stud's basically got a massive catfight going on for him .