It's certainly possible, although the vast majority of our lore is from the mortal perspective, and therefore offers little insight into Daedric affairs not involving Mundus. We do have a tidbit of information suggesting that there are wars in Oblivion.
Your lore of those disparate beings that you lump together as "daedra" is based on nothing -- lies and half-truths told by traitors, rebels, miscontents and weaklings who have had the misfortune to become involved with mortals. Or with Mehrunes Dagon. Do not speak his name to me again. The Master of Scum. The pawn of every Prince of true power, the dupe of every schemer in the Nineteen Voids. Do you think you know anything of the politics, factions, feuds, vendettas, wars of Oblivion? Do you think Oblivion such a simple place, that the tale of the loyalties of a great people such as the Mazken could be encompassed in a brief tale?
-http://www.imperial-library.info/interviews/si_interview.shtml