Import files from folder and filter between consecutive dates in query editor.

You want an Anti-Merge. Starting with table 2, merge the date column with the date column of Table 1, but select Left-Anti-Join.

It will return a table like this. This shows I've already deleted the merge column. There is no need to expand it as I only wanted to limit the rows of table 2, not actually bring in additional info from table 1.

See this Power BI file to see the full M code.

If your dates get wonky, change the Localization steps. I used Bahamas so your DD/MM/YYYY would work on my US region computer.