BROAD DAYLIGHT means ample, full natural light. “He was robbed in broad daylight.' The expression first appeared in print in 1579, but its close relative, synonym, and predecessor BROAD DAY appeared in 1393. The sense of BROAD used here, meaning wide open, fully expanded, ample/full, first appeared in the 10th century.
So it's been in use for a long time but ael is correct, it is superfluous and used only for dramatic effect.
I've yet to read about somebody killed in twilight.
As opposed to dawn or twilight which can both be half light and therefore broad gives the impression that the light is full and clear and people could be more easily seen perpetrating the crime in full view.