http://elderscrolls.wikia.com/wiki/Dragonrend
This only states that it works on Dragons. Please let me know the reference you are using that would allow the shout to work on ANY immortal being.
Also, again, please realize that Daedric Princes live on other planes of existence...planes of existence that they individually rule. These are not just beings that live forever, they command certain aspects of reality and have the power to stretch that power beyond their plane of existence and influence the material world. That is not something any Dragon does.
Like Verdugo says. These are beings that could turn you into a sweetroll just by willing it.