Board Thread:Lore Discussion/@comment-6685058-20130223165123/@comment-8209010-20130417023952

PsijicThief wrote: There's no conclusive evidence of them being anywhere, only of where they aren't. Yagrum, himself, stated that they are not in any plane of existence we currently know of. This would suggest (but not confirm) that he checked all the planes of Oblivion (of which there are only as many planes as there are Deadric Lords). As for them being crafty, I agree. Technically there is one confirmed plane that doesn't belong to a Daedric Lord: The Soul Cairn.

This opens up new possibilities that are still uncertain...