They can take any form (and size) they like. In the second novel between Oblivion and Skyrim, Malacath appears as something at least as big as Dagon as well as humanoid size.

I don't know about Nocturnal appearing in Skyrim but I think a daedra lord is way more than its current physical image. It's also its realm that stays where it is. Dagon brought more and more of his realm (servants, buildings, even the weather) to Tamriel, that's an entirely different thing.

How does the barrier affect Sithis since he is not a daedric prince?

Sithis is the farther of aedra and deadra princes.