I've never heard this phrase before, but what it sounds like the speaker is trying to say is that they've never before done whatever "it" refers to. For example if you said "The last time I did [x] was 2002," you'd be stating the last time you did it. "two thousand-never" (instead of "two thousand-two") seems to be a funny way of saying you've never done something. So I'd say the sentence probably has identical meaning if you just remove the "2000-" and say "The last time I did [x] was never."
Now note that this isn't grammatically correct; you can't actually say "The last time I did [x] was never." The correct thing to say would be "I have never done [x]". But the joke still stands, I think.
"To this day" is an unusual phrasing, only used to talk about something that has been going on a long time and is still that way. It would not be used for short time periods or indicating the turn-over of a calendar day in the minute past midnight. You should generally think of not using it for anything much less than a year; and usually much longer spans of time.
For instance, a difficult problem known to the ancient Greeks might turn out to be "still unsolved, to this day." And to put stronger and more mysterious emphasis on how odd it is that no one has figured it out, you might phrase it as "still unsolved, even to this very day".
Going for something less dramatic, the casual "until today" doesn't specify a clock time. If I said "I didn't know that until today", I am not suggesting I got an email about it at midnight. I am saying "I didn't know this fact prior to the current calendar day, and only found out at a clock time prior to us speaking now."
(Note: We sometimes consider a very late hour like 1:00 AM to be the previous day's "night". Hence I might say "I saw them yesterday night" on Monday, even if I had actually seen them earlier on that same Monday at 1:00 AM.)
To get more specific about "day" you have to modify it. There are phrases like "You will receive it by the next business day" which means that if someone says that on a Friday, you will not get it until Monday (assuming Monday is not a work holiday). "The next day, she opened the letter" or similar phrases are ambiguous about time.
You will have to be specific if a specific time is meant. For instance: "As the clock struck midnight, the phantom appeared."
That is all very far from the understanding when people would use "to this day". Once again, it is only a rare phrasing used to indicate a long time frame extending all the way up to the present...usually for dramatic and/or mysterious effect.
Best Answer
The expression:
is inherently ambiguous. To eliminate the ambiguity, you could say:
or:
You might see the more ambiguous wording used, though, in cases where someone is conveying a rough estimate and a firm deadline isn't really necessary. For example, someone might say:
and even if the first Mars landing doesn't happen until February of 2031, most people would consider that a pretty good prediction given that it was made in 2019.