Placing the filter on dates to WHERE clause turns LEFT JOIN to INNER JOIN.

Move it up, the the join condition:

SELECT 
'[ID- 1411]+ ',' + cast(Count(Number of Items))+ ',' + [Date Field] + ':'+ '[Half Hour Time Field]'
from [dbo].FCTtable 
left join dbo.dimdate dates on dates.DayDateKEY = i.[DayDateKEY]
       and  dates.DayDateKEY > '20160224' -- YYYYMMDD
left join dbo.DIMtime tim on tim.DIMtimeKEY = i.[DIMtimeKEY]
INNER JOIN dbo.DIMcountry contr ON contr.DIMcountryKEY = i.DIMCountryEY
where contr.country = 'US'
group by [DateField],[Half hour Time Field]