Is it correct to say (1a):
Mary has not phoned since yesterday.
Or should it be rather said (1b):
Mary has not phoned since the day before.
They haven't returned since last night.
They haven't returned since the previous night.
Sentence 1a sounds more natural to me (sentence 2a a bit less) but seem incorrect because 'yesterday' should be used in Past Simple.
Sentences 1b and 2b on the contrary - seem gramatically correct but sound a bit unnatural.
Please advise how to express these ideas in the best way.