From The Annotated Anuad: "The blood of Padomay became the Daedra. The blood of Anu became the stars. The mingled blood of both became the Aedra (hence their capacity for good and evil, and their greater affinity for earthly affairs than the Daedra, who have no connection to Creation)."
Lorkhan is not the blood of Sithis (hence a Daedra) and is not the mingled blood (A/D) but was born from Sithis alone. Like his master he is something entirely...different.
But then, "This Heart is the heart of the world, for one was made to satisfy the other." So in a sense Lorkhan is the (sub?)creator of Nirn - or at least its true First Cause.