No, "dydd" is day (think "daytime"). "Nos" is night. Nos dydd Sul would be "Sunday day night". English merges "day" with the name of the day and makes them inseparable, so "Sunday night" is ok, but if you think about it, it is weird! Welsh doesn't do it that way. There are phrases that just use "Sul" on its own, but when referring to Sunday you must say "Sun(day) Day" or "Sun(day) Night".
So Prynhawn dydd Sul / Prynhawn Sul are both ok, but it is always nos Sul without the dydd.
Thanks for the explanation.
The multiple choice questions include 'dydd', shouldn't nos dydd xxx or nos xxx both be considered correct?