As someone who was once under the impression that all Daedra were evil, I was surprised to find out about Azura, who people tend to think of more like an Aedra. But then I've just started reading about Meridia, who's great enemy is the undead. Interesting. Would that mean that she's yet another "good" Daedra?

The villain of Knights of the Nine was a servant of Meridia.

That makes things a tad confusing , seeing that in Skyrim she talks more like an Aedra rather than a villain.

Rule of thumb about Daedric Princes is that our morality system of good and evil doesn't really apply to most of them. They simply want what they want and do what they do. Sometimes they benefit mortals, sometimes it works against mortals, sometimes they just mess with people. They all have their own reasons, and those reasons rarely fall into what we perceive as right and wrong.

The only one I'd say is pretty straight up evil is Molag Bal. Hermaeus Mora started to push it in Dragonborn, but even then, he was just doing what he wanted regardless of who else was around and in the way. The rest can fall pretty much anywhere on the scale, or not at all. I know I've heard enough about Azura to know she certainly isn't a saint.

Daedra can be good, bad or depends.

Aedra too. I mean, look at Alduin, he isn't a good guy, but he is an Aedroth.

There are far more Aedra than just the Divines. The Divines are somewhat dead (not exactly), that explains why they are considered "good"; because they usually don't do anything, and thus nothing bad. But time to time the Divines act, and they do good or bad as the Daedra do. Look at Kyne who loves killing Elves.

She was a villain in Oblivion, yet she was one of the main heroes in ESO. I do feel that her interests are generally alligned with the good of most mortals.

It makes sense, she's kind of a "fallen angel", if you will. Legend says she was an Aedra before becoming Daedra.

Magna-Ge. Aedra would imply she gave a part of herself to the creation of Mundus, which she didn't.

As for whether a daedra is good or bad, best to think of them as how destructive they are. The bad ones tend to be seen as bad, mostly due to what they represent. But to give an idea of how they can be bad or good, if you were a rebel leader against an oppressive tyrant, your violent rise against the tyrant would be pleasing to Boethia(h) as your action would be seen as being the unlawful overthrow of authority, while in the same vein Boethia(h) would find that rebel's murder by his own men to be pleasing as well.

And then we have Azura, who makes herself seen as some caring mother who deeply cares about her worshippers, while at the same time concocted a plot to remove the Tribunal, throw her people into disarray, and end up causing Morrowind to get nuked, in addition to holding back on deals she makes if she grows fond of a servant (Lord of Souls). It's pretty much why those who enter her realm are stricken with half blindness, so as to create the all more convincing lie.

Azura and the box is an interesting book, shows a glimpse of irate she gets when someone challenges her lies.