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I was also stuck with this. Changing the date format in the Settings/Translations/Languages seemed to have no effect (I even changed both the en_US and en_UK settings). Then I realised I hadn't changed the language setting in my own user preferences (top right hand corner -- User/Preferences/Lanuage). Select the language which you have changed the date format for and save.
This may not be the source of your problem but it may help someone else.