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yes, it's DAY-o - it's really common as an nn for David or Dafydd, but I haven't seen it before as a full name, although given the current trend here I'm not surprised :(
Looking at records, Awen had some unisex use before 1920 (there's an Awen Hefin b. 1907), but these days it seems to be completely female. Awena is still in use, but it's much rarer than Awen these days; +a feminine forms have really dropped out of favour.