"Dawn" is countable. In this case, you are discussing one specific dawn. Therefore, you must write "from the dawn of the day."
There is a set phrase "from dawn of day." It's a bit poetic or religious. I don't think it works here, though you could use it if it fits the style of the entire piece you are writing. If you use it, you have to take out your "the" in front of "day."
Also, you have "down" for "dawn" twice in your post, though it's correct in the thread title so that shouldn't cause any confusion.