Lore is what is in game, and that can change. (Birthsigns are being removed (for example)).
If you want to get down to it on free will, then only the character controlled by the player has anything approaching free will because it is controlled by a person. All NPC's in the game are controlled by scripting.
Would they be tied to their Daedric Lords?
After the Oblivion crisis, the link to Oblivion was to be shattered forever. Some dremora would have been left in Nirn after the gates got closed. They would have to adapt to their new circumstances.
Dremora are not a new race, but could be a new playable race.
Birthsigns are more a game mechanic than a part of the Lore, though they appear, as constellations. They were not in Daggerfall or Arena, only in Oblivion and Morrowind.
Once more, I'm not talking about scripting. NPCs would have free will, as they are people. But Daedras don't, as they are controlles bu their Lords. Don't mess programming with Lore.
That about them having free will because the gates of Oblivion have been closing is just pure speculation. If there were some left dremoras in Nirn, the most probable thing is that they have been slayed... and that they were still tied to their Lord. Golden Saints were in Morrowind, and there wasn't any Oblivion Gate opened.
I'm afraid that dremoras wouldn't fit, as a playable race.