Hi Luis

It seems that Odoo takes by default the dateformat %m/%d/%Y. You can see this in misc.py under /odoo/odoo-server/openerp/tools/ (https://github.com/odoo/odoo/blob/8.0/openerp/tools/misc.py)
However this is a rather small and annoying thing I honestly find this a bug. But Odoo probably thinks otherwise about this. You can always report a bug if you'd wish, its worth the try. You can do that here: https://github.com/odoo/odoo/issues

To fix this you have two options.
1) Simply go to settings > Languages and modify it for every language
2) Create a .yml file where you automaticly install and configure the language as you'd like. I've created a lang_preferences.yml file under the module base (as this is default installed) and simply added this code:

-
  Set NL as default lang
-
  !python {model: res.lang}: |
    if self.search(cr, uid, [('code', '=', 'nl_NL')], limit=1):
      value_obj = self.pool.get('ir.values')
      ids = value_obj.search(cr, uid, [
        ('name', '=', 'lang'),
        ('key', '=', 'default'),
        ('model', '=', 'res.partner'),
      ], limit=1, context=context)
      vals = {
        'name': 'lang',
        'key': 'default',
        'key2': False,
        'model': 'res.partner',
        'object': False,
        'value_unpickle': 'nl_NL',
      }
      if ids:
        value_obj.write(cr, uid, ids, vals, context)
      else:
        value_obj.create(cr, uid, vals, context)
-
  custom date and time format.
-
  !python {model: res.lang}: |
    lang_ids = self.search(cr, uid, [('code', '=', 'nl_NL')], limit=1)
    if lang_ids:
      self.write(cr, uid, lang_ids, {
        'date_format': '%d/%m/%Y',
        'time_format': '%H:%M:%S',
      }, context)
 

This will by default install the Dutch language, set it as the active language and set the dateformat to %d/%m/%Y and will do this for every database you ever create.
NOTE: Be sure to also add the new .yml file in your __openerp__.py file or it will not be loaded/used.

As for your seperator and format, you could probably do something sortlike with the field decimal seperation mark? I'm not sure about that part so I'll leave that to somebody else to be sure.

Hope this helps you!
Yenthe