^IIRC Dusk took her name from Dawn, or at least I think I remember it's implied? Dusk is super reclusive but took Dawn in after her village was destroyed in a catastrophe and she was left behind, and they lived inside Dusk's painting together for an indeterminable amount of time, where Dawn learned to paint by studying her. Eventually she left to go live out her mortal lifespan, and on her deathbed Dusk returned to her, and agreed to paint her village and Dawn within it, to let some version of her lead a life free of so much hardship. It's been many centuries at the very least, but Dusk still lives in that painting, and Dawn is the most awakened of her painted people, who's very kind and understands the ways of Dusk very well.
You can really tell that the Arknights team started as a Touhou doujin circle sometimes. the yuri has that same delicate complex flavor.