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Considering the nature of deixis, I have trouble coming up with written examples where the pronoun is of a deictic nature, other than quotes from speech etc. Or maybe I have misunderstood the meaning of a deictic pronoun?

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Check if this is how you understand the concept of deictic pronouns: they refer to entities that must be identified according to the context. For instance: in the sentence I will give you an answer about deictic pronouns, the deictic pronouns I and you refer to the speaker and the addressee, respectively. I'm not sure what you mean by "written examples" though, so maybe this is not what you are looking for. – KleinePrins Feb 25 at 16:33
I never even thought about that dialogue can occur in written text, so obviously deictic pronouns exist outside speech! My original thought was more about formally written language: articles, non-fiction, etc. – Jimmy Callin Feb 25 at 16:44
I would say the line between deixis and anaphora is blurred. That is why the same pronoun can often be used both deictically and anaphorically! – Cerberus Feb 25 at 18:27
I will edit my first comment as an answer and reply to @Cerberus too. – KleinePrins Feb 25 at 21:31

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Deictic pronouns refer to entities that must be identified according to the context of utterance. For instance, in the sentence I will give you an answer about deictic pronouns, the deictic pronouns I and you refer to the speaker and the addressee, respectively. Of course, there could be different referents in each context of utterance. Anaphoric pronouns are different. They refer back to constituents in the sentence domain. That is the case of her in Mary is my wife and I love her. In principle, pronouns cannot be both anaphoric and deictic, since they simply pick up different referents.

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They refer back to constituents in the sentence domain. — What do you mean exactly? Anaphoric pronouns do not necessarily have to refer to constituents, I would say. Which is what I hope to show you by means of this last sentence. As I see it, anaphora means referring to something within the text, whereas deixis is referring to something outside the text, something "in the real world". And that is a distinction that is not always easy to make, if only because many things can be both in the text and in the world. – Cerberus Feb 26 at 14:12
@Cerberus Your distinction between referents inside and outside the text is what I meant. However, I don't really see why it is a distinction difficult to make. If a pronoun refers to the speaker/addressee, it is deictic. If it refers back to a linguistic constituent in the sentence, it is anaphoric. If I say I thought about myself, I would say that I is deictic and myself is anaphoric. Can you give an example of a difficult case? – KleinePrins Feb 26 at 14:47
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In spite of their differences, written and oral language don't differ too much in deixis, I think. Deixis is not only concerned with quotes. It refers to the extralinguistic world: yesterday, tomorrow, he, she...These are different categories (adverbs, pronouns...) but they have this propriety in common. Anafora and Catafora refer to precedent and previous speech, respectively, thus, a link to deixis can be seen. Sorry for the mistakes, it's difficult to explain such a thing in English (I'm Spaniard) but I hope to have shed some light in this issue. Best regards. María José Barrios (Spain)

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When you say that there is a link to deixis with cataphoric and anaphoric uses, you are not clear enough about the difference between such uses and deictic uses of pronouns. I tried to explain the difference in my answer. – KleinePrins Feb 25 at 21:35

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