In the sim you posted, you have 3931 cycles left until the sun comes up. Day/night cycles start on the cycle you change them. Thus, if you set the day length to 1000 on cycle 313, the sun won't go down until cycle 1313 and won't come up again until cycle 2313 (assuming you arn't using nrg limits). (Note that the bug mentioned at the bottom of this post may be messing you up and reseting the day cycle counter so that sunrise/sunset occur on cycles other than what you expect.)
The max length of the day is 32000 cycles, not 10000. This is a function of the way the day length is stored internally. I have pointed this out before but this is the first time I have heard a request for allowing longer days. Doing so is not exceptionally difficult, but would entail changes to several variables (making them longs instead of ints) and require some special code (and testing) to handle backwards compatability for sim files since the old varables would no longer be used. If you really really want days longer than 64000 cycles total (32000 cycles of daylight followed by 32000 cycles of dark) then please post a request in the suggestions folder so I can track it. I may not get to it in 2.43, but it will happen eventually.
The issue with opening the options dialog resetting the day cycle counter is a bug. I will fix that for 2.43.
