There's the word deyra for "Daedra", so that one's easy.

"Madness" is more challenging since we're going for "insanity" rather than "anger," which the language has a lot of words for. Here are a couple options:

• Vohahdrim, lit. "un-mind"
• Hah-krasaar, "mind-sickness"
• Wuldsehahdrim, "whirlwind of the mind"

There are a lot of ways to go about this so someone else may have other suggestions, too.

Put these together and you get Deyrasevohahdrim or Deyra do Vohahhdrim "Daedra of the Un-mind / Daedra of Insanity".