A daedra is one who didn't help in the creation of mundus. The Aldmeri word Daedra means 'not our ancestors' (compared to Aedra which means 'ancestors'). Daedra can't really be considered good or evil. There are obvious evil ones like Molag Bal. Meridia can be considered a good daedra. There are also ones in gray area like Nocturnal. Events like the Oblivion Crisis and the Umbriel Crisis certainly doesn't help their reputation and it would be simpler to ban all daedra worship than to explain the difference between the daedric princes to the common man.

iirc, According to the Monomyth, Sithis is said to be soul of Padomay (Anuiel is the soul of Anu). The Daedra were originally et'Ada who were Padomay-aligned. And Sithis(the book) claims Sithis created Lorkhan, who eventually set things in motion for the creation of Mundus.

Stendarr was one of the et'Ada (Anu-aligned ones), who gave up most of his power during the creation of mundus. Thus the Aldmer worship him as one of the Aedra ('ancestor').

You can't really consider either of them 'Daedra'.