I wonder why there are no Fryse Hags in Skyrim.

They might have decided life was better without the naked bearserkers.

But that's what they had on Solstheim. In Skyrim, there aren't naked berserkers; they have naked couriers. "I have something for you. Your hands-" "Aaargh, don't kill me!" "Wha, why would I do that?"

Seriously though, fryse hags are presumably hunted where ever they go in places less remote than Solstheim and then [censored] about the outside world persecuting them. It would have been preferable for them to be in the game, but hagravens and their friends will have to do.

Is a Fryse hag at all related to hagravens.

Thats what I assumed...but maybe pre-transformation?

Do they serve a daedric lord, or someone.

Kyne i think.

I don't think so. Fryse hags worship Kyne so they are likely Nords whereas Hagravens tend to be Reachwomen and apparently Bretons if the in-game Glenmoril coven is anything to go by.

They do fill a similar niche in harassing people with nature magics.

The glenmoril coven was also featured in Solstheim as the witches who cured the player of lycanthropy. They weren't fryse hags then, and they worship Hircine.

They are. "Fryse Hag" translates to "Frost Witch".

After certain events in Morrowind, the Nord warriors just hack ' em down upon seeing them. You do not even get a chance to have a go.

(In Morrowind, you would occasionally come a cross a "naked Nord" whom had had their kit taken by a "witch". You had to go and try to negotiate with or kill the witch to get the kit back, or just leave the Nord and have a laugh whenever you went through that particular area. It would seem the Nord Warrior Union took action to stop these events continuing)