Well y'know that back story Grogar told, that he gave life to the fullest of creatures, hence known as The Father Of Monsters, well In my theory, Daybreaker and Nightmare Moon were the first monsters that Grogar ever created.

Like they were originally created as Grogar's greatest herolds who were ordered to make an eclypes that can make his "epoch if darkness" more powerful and last forever. Think of this like in Thor Ragnarok, where how Odin's kingdom was built in lies from Hela, but with Celestia building her kingdom with secrets as well!