Thanks for your question! The main reason there isn't a word for "hell" yet is because "hell" doesn't exist in the Elder Scrolls cosmology as we know it. You may have heard characters in Skyrim using "Oblivion" instead; "What in Oblivion is that!" So the difficulty is in making a word that probably wouldn't have naturally developed in the language.

It would make more sense for "hell" to be oblivion in the tes series.

the The Elder Scrolls series lol

If there has'nt already been added it can be added here: http://www.thuum.org/translate.php