* Midnight Mass: This is also commonly called Christmas Eve Mass. It's a Mass celebrated on the evening of December 24th, often at or around midnight.
* Dawn Mass: While there isn't a widely recognized term for a Mass celebrated at dawn on Christmas Day, some churches might call it Christmas Day Mass at Dawn or simply Christmas Day Mass if it's held early in the morning.
* Christmas Day Mass: This is the general term for any Mass celebrated on Christmas Day, regardless of the time. It may also be referred to as Christmas Day Mass at [Time], such as "Christmas Day Mass at 10:00 AM".
Therefore, there aren't three separate names for each service, but rather variations in how they are named depending on the time of day and context.