For that matter I think it stands to reason that even in Akavir they probably have daedra worshipers.
That would make sense, seeing as Daedra exist for them too, assuming that Daedra also meddle in the affairs of Akavir (Which would seem logical enough, seeing as they have no reason NOT to to our knowledge, though certainly we don't know enough about them to be certain.) it would stand to reason that someone in Akavir would, at some point, have decided that it would be a good idea to worship these powerful, scary beings who can give nice things to people they like, but can also do really bad things if they're in a bad mood, no real facts back this, but none disprove it either, and it seems to be a logical enough conclusion, but that doesn't really say anything in this regard, it still doesn't tell us where Dawn/Duskfang comes from, and in the case of the Daedric artifacts that look like Akaviri weapons (Goldbrand and Ebony Blade, I believe.) there's no real reason why they need to have any connection to the Akaviri to look like that. Maybe Mephala and Boethia just like katanas.
I don't really see any particular reason to conclude that the weapon has a connection to Azura, though, one would expect the cycle of day and night to be significant to those outside of Azura and her worshippers, after all, in the day, the sun shines, it's bright out, and people tend to do work during the day, in the night, it's dark, the moons are visible, and it's when most people sleep, so it seems to me like a weapon with powers based on the cycle of day and night doesn't necessarily need to have any connection to Azura, besides, despite it's name, it stays as Dawnfang from sunrise to sunset, and Duskfang from then until sunrise, whereas it's specifically the hours of dawn and dusk that are sacred to Azura, and in the games, things that are based on them tend to only work during dawn and dusk (For example, in Morrowind the Cavern of the Incarnate can only be entered during those times, as is the case for that monestary that serves as a based for the Dissident Priests, and in Oblivion, you can only make the offering at Azura's shrine at dawn or dusk.) ignoring the fact that from a gameplay standpoint, a weapon that only has an enchantment in two brief periods of time in a day wouldn't be very useful, one would expect its powers to only be active at dawn or dusk if we use that as a basis to assume it's connected to Azura, though we may never know the truth, seeing as it has yet to appear outside of the Shivering Isles, and the only information provided on it seems to be what we can gather when we find it in the game, which tells us where it was found and how, but not who created it.