I have Herjarchlan Hall and have built the Main Hall, Library, and Bedrooms (not sure if it matters, but I told you anyway). I am not a Thane of Dawnstar.

I have talked to Calder, Jordis, Golldir, Uthgerd, Ria, and Njada. I did not get the steward dialogue for any of them.

But I was able to hire a steward on my other player, so I don't understand why it's suddenly not working.

You were at Heljarchen Hall when you asked them? You have to be at the house for the dialogue to come up. If you were, try dismissing one and then bringing them back to the house.