Kammala wannan jumla: Bayan da Soviet ta haɗu da Baltic States, Day ya koma Sweden don ci gaba da rahoto a matsayin wakilin Stockholm na "Tribune". A 1941, Day ya bi sojojin Finnish yayin da suke
ya ci gaba zuwa yankin Soviet kuma a watan Satumbar 1942 ya bar mukaminsa don shiga rundunar sojojin Finland. Tribune ya bukaci ya dawo nan da nan, kuma Day ya yanke shawarar zama da kuma kokarin yin yaki tare da Finns. Finns a ƙarshe sun ƙi shigar da shi saboda matsin lamba daga gwamnatin Amurka. Fasfo dinsa ya kare kuma ba a sabunta shi ba, saboda haka Day ya sami kansa ba shi da aiki kuma ba zai iya tafiya ba.