Just as the term "sun" has, according to the settings, been brought from the worlds the original settlers came from eons ago, the terms "morning" and "evening", as well as "sunrise" and such will have travelled, too. Thus, if they decided to refer to the crystal as "azure sun", they will likely not even have thought of the option to call the other events differently. Not outside academic circles, anyway. Plus, the population might just as well have noticed the difference between sun and crystal well after having settled down, so the original terms would have already been applied by custom.
Thus, I don't think that such artificial words would actually have appeared except, as said, in academic circles, used only when one wishes to appear knowledgeable. Maybe for sunrise and sunset, but not morning and evening and such, as they don't depend on moving properties of the source of light.
AFAICS, "zenith" and "nadir" also are terms referring to physical angles (and thus the Azure Sun is
always in the zenith), so they, too, wouldn't be usable given this strict definition.
UtM's proposal seems to rely even more on motion than the RL counterparts:
PS term====Full dark (OK)-------------Midrise (rise=motion)-----------High(motion)----------Midfall(falling=motion)-----------Fulldark-----------etc.....
However, the setting says that the crystal doesn't go completely dark at all, so "fulldark" technically isn't correct, either.
It is likely that the terms "sunrise" and "sunset" would either assume the general meaning of "morning" and "evening", or vanish completely, having lost their definition, possibly replaced by "daybreak" and "nightfall" (both marking a time at which light has reached a certain treshold, thus changing with season).
Midnight->Daybreak->Midday(changing meaning to "noon")->Nightfall->Midnight
Or, more artificially (stuff in parenthesis is optional in everyday use):
Mid(d)ark->(morning/early) Halflight->Ful(l(l))ight->(evening/late) Halflight->Mid(d)ark
Though "Halflight" sounds a bit like "Halflife". "Nolight" sounds stupid.

Anyway, I don't think additional terms would have been created.
Edit: one thing about light color: The different color of the sun's light stems from the different distance it travels through the atmosphere at the different times. This is not the case in PS, therefore the crystal's light will vary in intensity but not necessarily in color (unless it passes the light from the surface unaltered, and then only if the surface has an atmosphere).