List<string> dt_range = List<string>('2019-05-01','2019-05-02','2019-05-03','2019-05-04','2019-05-05','2019-05-06');
var valid = new bool[dt_range.Count];
valid[0] = true;
valid[1] = true;
valid[2] = false;
valid[3] = false;
valid[4] = true;
valid[5] = true;

for(var i = 0; i < dt_range; i++)
{
    if(valid[i] == true)
    {
        // Continue checking days
    }
    else if (valid[i] == false)
    {
        // remove this day from date range, and create
        // date range prior and following this, while
        // continuing to check for the rest of the days
    }
 }