First off, it is undisputed that House Dayne is descended from the First Men and are described as what Daeron II would have called, stone Dornish. But when we see the known members of House Dayne, we notice:
- Edric Dayne has dark blue eyes (that appear purple) and pale blonde hair.
- Arthur Dayne had pale blonde hair.
- Ashara Dayne had violet eyes.
- Gerold Dayne is the prime specimen: silver hair streaked with black, aquiline nose, high cheekbones, and a strong jaw. His eyes are described as dark purple.
Then we have the name of the last Dayne King, Vorian Dayne. The name Vorian strikes me as Valyrian rather than the traditional names of the Rhoynar, First Men and Andals.
Possible explanations that I could find:
- Daynes intermarried with Martells who were born from Targaryen-Martell marriages.
- Daynes took Brides from Lys which is not that far from Starfall.
- It is actually the Valyrians who have the Dayne looks, not the other way around. (The crowd gasps)
Do we have any Canon reference explaining these phenomena? There is an interesting debate on this topic here.