It's possible the Daedric language doesn't have X's or Y's naturally, but it exists within Tamrielic/Cyrodiilic/whatever the name of English is in TES.
The Dunmer speak Tamrielic/Cyrodiilic with an occasional Dunmer language word (e.g. N'wah, F'lah, Fetcher) but often write in Daedric script. Since some names have X's or Y's, they may have needed to invent Yahkem and/or Xayah, like for Tel Fyr.
Basically they aren't real letters in the Daedric language but have been created by mortals so they can write whatever they want to in Daedric script. At least that's what I think.