Is this really advanced? i would say it's more of a dialect!
'stupid o'clock' = means = way too early/in the middle of the night.
"I had to wake up at stupid o'clock for my flight"
'The crack of dawn' = means = very early (not used negatively)
"We set off at the crack of dawn."
'First thing' = means = early in the morning/first thing we do.
"I'll get to that report first thing." we can also say 'last thing' meaning late or refers to the last thing we do before going to bed.
'In the small hours' or 'In the wee hours' or 'in the wee small hours'. This means in the hours immediately after midnight (very late or very early).
(I'm getting a headache 🤣)