Contextually, the Zero Dawn part of the title makes sense and is explained in the story. Honestly, it's what the series should have been called, rather than being the subtitle of the first game. Horizon, however, is just one of those stock words that gets thrown into the titles of fantastical stories to make them sound epic and mystical, but are really just trite and pretentious. Others tend to include shadows, darkness, destiny, empire, fire, throne, fate, eternal, eternity, chronicles, dragon, blood, and likely others.