The phrase "September 11th Remembrance Day" functions as a proper noun. It is a specific, formal title given to a particular day of observance, much like "New Year's Day" or "Martin Luther King Jr. Day." As a single lexical unit, it names a unique entity.
Grammatically, the phrase is a compound noun phrase where "Day" is the head noun. The words preceding it act as modifiers. "September 11th" is an adjectival phrase specifying the date, and "Remembrance" is a noun adjunct (a noun used as an adjective) describing the purpose or type of day. Despite these internal components, the entire capitalized phrase is treated as one indivisible proper noun in syntax and semantics.
Identifying this phrase as a proper noun is crucial for its correct use in communication and content creation. It must be capitalized consistently and treated as a singular concept. This ensures it is understood not as a general description of a day for remembrance that happens to fall on September 11th, but as the official, designated name for the annual commemoration of the 2001 terrorist attacks.