I don’t recall Azura being represented as a Dunmer woman outside of Morrowind; Daggerfall’s Azura is certainly not a Dunmer, and I don’t recall the Oblivion and Skyrim statues being Dunmer either.
That being said, I personally don’t put too much stock into the whole ‘Daedra and their appearance being tied to belief’ thing. I tend to assume the Daedric princes can assume whatever form they want and some, like Azura, make themselves appear like those they’re interacting with, but that ‘normal’ Daedra just appear as they are. Frankly, as long as they look good, I don’t really care if they look Dunmeri or not, though I do agree with Rats that the Daedra linked to the seven princes traditionally worshipped in Morrowind are the most relevant for us.
Incidentally, the spider Daedra seems inspired by Battlespire’s design.

I must admit to having certain reservations as to the quality of Ashtaar’s models. I feel a lot of his past contributions to TR have looked visibly cobbled together from a mixture of vanilla and new assets and that some of the texture – and sometimes model – work has been rather rough. The intent behind the models is good, the execution has been mixed though. I know that a lot of the other then-leads of TR had similar concerns, which we failed to adequately communicate due largely to a general lack of modellers within our ranks, as well as the general breakdown in communication between leads and developers at that time. I feel a lot of those concerns apply to the above images, whether they’re Ashtaar’s or not: to me the land dreugh looks a bit cobbled together with rough texture work, the textures on the spider Daedra aside from the cuirass look low resolution and I see some minor clipping on the pauldron of the winged twilight.

No, Dunmer character sprite correct in daggerfall and arena. Barenziah just mistake of artist.

Well, the same argument could be made about object placement: that having floaters, bleeders and caspers is in keeping with the vanilla style, and that players won’t necessarily notice them and it won’t necessarily detract from the overall impression. As TR has decided to try and hold itself to a stricter standard long ago and has if anything only gotten stricter over time, I’m not too eagre to suddenly change tack again, again, even if the argument has merits. A lot of objects have been removed over the years from TR_Data which I did not necessarily dislike, and which I often feel have not been any worse than Ashtaar’s models in quality. As the goal was to establish and maintain a partity with the many excellent models – like the hoom and swamp troll – that have been contributed to TR, and as TR has gained a reputation for polish over the years which many fan projects lack, I have considered it ultimately worthwhile.
If TR had a functioning modelling department, Ashtaar’s models would not get him through the showcase in their current state. I certainly think people would have been eagre to help him through the process, and I certainly do recognize the potential in his models, but at least for my part I feel they often come short of meeting that potential due to quality issues I do not have the expertise to adequately critique. As it is, TR’s modelling department is long dead, but we still aim for the same standards, and I think it would be a pity to scale them back now that we have actually gathered a lot of models that meet those standards.