Sonnabend is the day before Sunday, also known as Saturday.
Sonnabendabend then is Saturday evening (although it could have meant Friday!), as confirmed by Wiktionary and Duden.
I've seen Sonnabend in actual use, but Sonnabendabend to me sounds... funny. Is this word in active use in serious contexts, or does the word also sound funny and would it rather be used in a slightly jocular context only?