κύριος = lord, master, mister
κυριακός = of the lord etc.
η κυριακή ημέρα = the lord's day
They both mean the same thing.
ημέρα is the form inherited from Ancient Greek, μέρα a natural development through the centuries in the colloquial language, but nowadays both words are used side-by-side.
It's not an "E", but it's not as clear an "A" as it could be, either. TTS being TTS :p
It is correct to say "the Sunday after Christmas is a holiday"
That's true - when we are qualifying the day, as with "(the Sunday) after Christmas" or "the last Sunday of my holidays".
A bit like "He's not the John I used to know" takes an article when "John" is qualified with an additional phrase.