I want to 'query' delegators to a Staking pool for each day

I do want to query what is a list of delegators (wallet, amount, etc…) every day. Is there a way to do so? I don’t want to use any third parties like adapools and etc.

Is there a way to query delegators by using cardano-cli?

I’m not aware of a cardano-cli command, but you could use the blockfrost API:
https://docs.blockfrost.io/#tag/Cardano-Pools/paths/~1pools~1{pool_id}~1delegators/get