Board Thread:Lore Discussion/@comment-26895123-20150816032605/@comment-4544033-20150816034636

Umaril was not Daedra, and even if he was, the process to kill him took holy artifacts and the Nine Divine. Jyggalag is a full on Daedra lord and the power it would take to kill him would take more then beating his physical form.

Not only that, but as you see and encounter several times, Daedra who are killed come back. The Saints and Seducers both say that if they are killed they come back, the question is when it will happen. Again, this is a low leveled being, not even remotely compared to the power of a prince.

I doubt he is "dead", at least in the form a mortal would see death as, if anything he is doing his own thing and will return when he sees fit.