Located in France with a time zone set automatically to Paris time but language set to English (US), yet the date is in french in the calendar bit : would be happy to share a screenshot but can’t seem to upload or add a link.
is there a configuration issue or is it a bug ?
regards
Thomas R.
Timezone is pretty specific - and set by you.
The connection with the set language does not seem obvious to me …
I guess that the question I have after reading this is:
What is the problem? 
I believe I have the same ‘issue’ altho it does not bother me.
As @ThomasR I have language set to English(US) and my timezone set to CET (Amsterdam, Netherlands) and the calendar uses the Dutch date format with day’s/months are in dutch in the calender. This is by design and it seems proper to me to use the timezone’s default. It is possible to change the format:
settings → region & language → formats
This might be a useful post if the setting you seek does not exist