The "g"s are silent in these words, but are pronounced in "dag". I noticed Forvo has both silent and audible versions of "g" for this word. Is there a preferred way to say it, or does it just depend on the region?
It's just a tendency in Swedish speech to gloss over the g's when they are in unstressed syllables. Dag is stressed, therefore g should be audible all the time, but if you take something like möjligt or hungrig as an example, then it is very likely that those g's in the last syllable will be barely audible, or not at all. Since you're learning Spanish too, it's very similar to what Spanish do to word-final d's -- very often libertad is pronounced just libertá. It makes the speech flow smoother by not stopping the airflow (which is essentially what plosive consonants like g or d are).
Tack så mycket! That does make sense, I think I should have guessed as much!
Is the pronunciation of the "a" in "Tisdag" correct? If so, why does it sound radically different from the "a" in "eftermiddag"?
Sounds about right to me, a short A just like in eftermiddag. However the och is barely audible, but it should be.
They're not capitalized, and It's odd that they're capitalized in English. My native language doesn't capitalize weekdays either.