Locale options not reflected in calendar or clock?

I am just done with installation, and configuring now.

I have selected my language to be english US, and locale to be English (Denmark)

Under this selection I get affirmation that first day of week is Monday (as I wish)

but the time is in 12h (am/pm)

further more, the calendar app have not picked up that first day of week should be Monday.

Have I missed a setup parameter or two?