It could be that Daybreaker is a recurring nightmare that Celestia suffers, or a fear buried in her subconscious. Since Luna has to guard over dreams, she would therefore know about Daybreaker. As for why she didn't tell Celestia, their strain most likely prevented her, as Luna would be too tired in the morning and would be offput by Celestia's perceived lack of gratitude, and rather be content with simply dispelling the nightmare each night or burying it deep in Celestia's subconscious.