It definitely is- the Intercept mentions creatia as the substance, and Tiber Septim's Sword-Meeting reaffirms it. I'm actually quite pleased to hear that the lore of creatia made it into ESO.

Daedric Realms are certainly formed from the power and will of a Daedric Prince but it's not part of their essence or body. The lore from ESO and others seems to confirm that, it seems.

One could argue certain Daedric Realms are or at least seem semi-sentient like the Deadlands and Herma-mora's plane.

Part of the reason I've always accepted the idea that the Princes' realms are their bodies is how Apocrypha is depicted, and how Herma-Mora seems thoroughly part of it. Obviously that's nowhere near conclusive evidence, but it's a thought.

How much a Prince is part of their plane varies. They pull in creatia and shape it to create the realm but that takes energy to do and to prevent it from sublimating into the Waters over time. Thus the Prince binds some measure of their power and self into the corporea of their plane, similarly to how they do with their various artefacts. Some Princes create very dynamic realms that require a great deal of power to maintain but in exchange the Prince gets more control over the expression of their plane. Others meanwhile create more stable realms, primarily based on the designs Magnus created for the Mundus, thus the realms are more stable with a smaller expenditure of the Prince's power but at the cost of being more static and mundane.