Daedra = "Not our ancestor."
Aedra = "Our Ancestor."
That is what "daedra" and "aedra" mean in the language of the mer.
When mer refer to something as daedroth, they're calling it "not our ancestor." For a mer to say that the god of manking, Shor, is also their ancestor, they committed a heresy so horrific, they may as well be a nord. Why else do the altmer hate the Chimer/dunmer? They dared to say that daedra = also our ancestor. This is why Lorkhan/Shor/Shezarr is called "daedra."
Also, Mankar is ultimately merrish in his beliefs. Instead of praying to Auriel/Akatosh/Alduin, he called upon Mehrunes Dagon as his liberator, as the mer and Mehrunes Dagon have a common goal, the utter annihilation of Mundus.
I agree with most of what you said, I was merely questioning your (or maybe my?) interpretation of the bolded part. The average Altmer probably thinks of Lorkhan as "daedra", in the literal word-meaning sense, but Mankar's speech gave me the distinct impression that he was speaking using a different set of definitions; that he meant "Daedroth", not in the traditional "He is not my ancestor" sense, but in the more slang-y sense, in that he was not an Aedra-as-defined-as-mortal-gods, but literal peer to the likes of Dagon and Sheogorath and Azura and scamps and seducers, ad infinitum.
Then again, all of a sudden I can't seem to remember the Altmeri religious system. I know they divide the spirits between Ancestors (/stronger, better) and Not Ancestors, but what, aside from perhaps some kind of as-told-by-myth battle lines, was used to judge between the two?
I might be completely misunderstanding something here too, of course.
More to the OP: Lorkhan/Shor seems to be a special case, (D)Aedroth or not. Creation is, almost literally, his baby, whether they like it or not. But, like others have said, he has shown himself in one way or another, quite a few times.