I looked up "bay roan dun" nothing.. I found a "grullo roan dun" a perlino dun, a bay dun, classic dun, and my all time favorite.. Red dun. :)
I also read about AQHA saying "bay roan dun" doesn't exist?.. I guess, it's hard to point out on a bay roan, since the face is masked, and it has the agouti gene from the bay coloring.. Or would the zebra striping give it away, along with the webbing on the face?
Can a horse that isn't a dun have the zebra striping? I used to ride an older solid black Quarter Horse mare, that had white zebra striping.. so That makes me curious.. She was a Non Fading black/ true back, if that helps.
Could a cremello even be a dun?.. The only way to see that would be DNA testing, right?
Dun is a gene that is not "tied" to anything else, so it can be present on ANY colour of horse. In fact, most genes are in horses, with a very limited exception.
The markings usually considered to be "dun factor" can be present in horses without the dun gene. My fave example is this guy. He is a purebred Arabian, so cannot possibly have dun.