The Hollow City was Ayleid iirc. Also you can find all sorts of non daedric creatures which don't fit like hoarvoars, lamias, spriggans, etc. They were sucked into Coldharbour, and not necessarily indigenous. The netches? They are probably so light that they end up getting vacuumed into the vortices with relative ease while minding their own business elsewhere.

Edit: Angier. it bothers me far more the fact that the speech line referring to the end of the world is standing atop the others being the default option instead of the bank services, and that it doesn't go away even after you complete the quest line. As to why she's there.... maybe she got vacuumed up as well while on her way to the privy. Who knows.