So, here is my suggestion:
Make every Daedric Cult have a religious head, an empire tier Title like you already have, and instead of some rando mortal, the Head is the Daedric Prince themselves (Theocracy gov so it can't be played) and reducing them to only having two traits:
"Daedra" which makes them immortal, infertile, and unkillable (inmune to all magic, disease and any other trait/rng/plot/event that could possibly kill them)
and then a "Prince of X" trait specific to each prince that condenses their powers and personality into a single trait, and have it so that if they ever get any other trait, they lose it, sadly you could only make them as old as the in-game year 1 allows, but oh well, guess "ageless" isn't a thing with ck2 chars
then, make all of their "Courts" (AKA their realms of oblivion) be in a tiny island called "Oblivion" that is inaccessible by any means, instead of the random yokudan isle most daedric cults are located on right now
this would allow for
1: Daedric religions being able to ask for "Favours" from their actual prince
2: the prince can have an opinion rating of every one of their followers, so if the follower pisses off the prince or otherwise disrespects the teachings, theres a way to keep track of it, and possibly have consequences for it
3: Molag Bal and Mehrunes Dagon can have Mongol/Seljuk like "horde" events where the actual prince, ruling their actual realm of oblivion attacks The owner of the Imperial Isle (or some random Unlucky fellow in Cyrodil)
4: maybe a chance of something similar for the Dragon cult, but with alduin at the head of the Cult (Dragon Crisis Wink Wink)
ofc that would all be easier to do had paradox made the off-map power mechanich from jade dragon moddable but i digress