Yeah I wondered if it meant his next diary but concluded that "day book" was an odd term for it, and therefore that it must be a work-related thing instead.
As for other diaries, like Carole says I think it's likely that a number of Nat's diaries passed to Aleck Abrahams, who definitely owned a collection of very valuable books, as he referred to them enough in Notes and Queries. I imagine therefore that his books were auctioned off or sold to a bookseller on his death; it's unlikely that anyone would be daft enough to simply dump a large collection of antiquarian books. So I think there's a reasonable chance that others have survived and are in private collections somewhere. Just not in the same place. But I haven't given up hope that another one will still surface.
Dunno if I said this before, but I was reading a bit on the antique book trade while googling around in hope of finding information. Anyway I came across something by some collector who was saying how much collecting rare books is about establishing contacts with other collectors. Apparently the nature of the trade is that the really interesting items are often not listed in catalogues or sold at auctions, but traded on a more personal basis. So that gives me hope that other diaries could still be around even if there's no solid evidence to support it.