I've checked bags straight through YVR-SFO-HNL-LIH, with the last leg being interline on HI.
You should insist on checking through at DAY, otherwise you'll pay HI's bag fees as well as any fees you might owe UA.
You will definitely pay HI bag fees on the way back, and if they don't interline, you'll have to pay UA bag fees too, unless exempt.