http://www.uesp.net/wiki/Daggerfall:Bestiary#Daedra - you'll notice that there are also frost and fire atronachs in Daggerfall, which implies that Frost and Fire Daedra are different kinds of daedra. Indeed, the sprites look like humanoid dremora, surrounded by an aura of frost/fire.
"Atronachs" in Daggerfall were golems, created by mages and have nothing in common (apart from the name) with the daedra from Morrowind and Oblivion
http://www.wizards.com/dnd/images/dreo_20071221a_4.jpg
http://images2.wikia.nocookie.net/__cb20100910041715/wowwiki/images/3/3d/Lesser_Elemental_Fire_art.jpg