Daud's a fascinating character in Dishonored and easily the most well-written resident of Dunwall that Corvo will encounter in his quest for revenge. The character's memorability is helped in no small part by Michael Madsen's terrific voice-acted performance, but that's just the tip of the iceberg. Throughout the entirety of Dishonored, you're nudged along on a path that outright encourages you to hate Daud for what he's done, and you should - he's the degenerate that murdered your Monarch and secret lover. That hate eventually turns into pity and mild sympathy though, as you realise that both Corvo and Daud are two sides of the same coin that could have found their positions flipped in another life - both of you are tools that have been abused by higher powers for their own ends. Prepare yourself for the feels if you ever play the Daud-centric DLC chapters for the game. You'll quickly discover that the Queen-killer is an anti-hero that simply made some bad choices in life.