The "On" and "Off" times are independent of each other.
The way yours is set, the lights will be turned on at 5:30, and off at Dawn, no matter the season.
If Dawn is before 5:30, then then lights will go OFF at Dawn (if they weren't off already), come ON at 5:30, and stay on until you (or some other timer of command) turn(s) them off.
If Dawn is after 5:30, then the lights will come on at 5:30, and go off at Dawn.
You can set a date condition in the timer, for it to be active only between certain dates.
There are a few ways you can solve it, depending on what you are trying to do.
If you give us some more detail on how you want it to work, we should be able to help you design the timers correctly.