I wanted to remove Daedra resistance to normal weapons, so I open the CS, and this is the process I took.

Creatures tab > Scamp > edit > spells tab > delete 'immune to normal weapons.'

Didn't work on a new game, how would I go about removing Daedra resistance to normal weapons?

Provided you wanted to remove the resistance only from Scamp, you took the right steps and it should work. Of course you have to hit Save button on the creature you are editing and you must also check your newly created plugin in Morrowind launcher. Also this will only edit normal Scamp creature,i.e. for example the ones roaming around daedric ruins. Other scamps, that have their own creature reference, like Creeper or summoned scamps will not be edited.

Also make sure you don't have another mod lower in your load order that also edits the same records you're editing.

And if you didn't use the three masters (MW,TR,BM) when making your mod, be sure to clean it afterward.

This. Also you need to make sure your plugin is marked as active when loading the master .esms, it took me two days to figure this out when I started my mod. If you don't have it marked as active, it's not going to save it to the .esp plugin