Which version of the Calendar widget are you using? I believe that I am using the latest version out of the App Store (v. 4.2, I think) and just conducted an experiment where I left Custom date format on the View Settings panel blank but changed Custom date format to dddd D/M on the Extra panel for Agenda day and Agenda week views. That change, I believe, was exactly what you are trying.
I that case, my date headings moved to Wednesday 27/5 in both Agenda week and Agenda day views when they had been Wed 5/27 before the change. So, while I was using English rather than (I think) Dutch, I DID get the results that you expected when you applied the view-specific 'dddd D/'M' Custom date format changes. I also tried Basic week and Basic day view and also got the expected results with 'dddd D/M' Custom date format.
There was a problem with Custom date format noted on the Github site that was addressed two or three releases ago.
As a result, I've got a suspicion that you may not have the latest Calendar widget from the App store ... or you've encountered a problem due to interactions with a non-English language.
Please check out the link: http://fullcalendar.io/docs/text/titleFormat/
Yvonne, did you see this post: https://forum.mendix.com/questions/6882/Date-and-time-format-Netherlands-24H?
Thans for all the help, I found out that it was the in teh extra views it was the Date format I had to change instead of the Title format to see the column headings. By the way, changing the date format at the view settings level results in an error at runtime when you have specified extra views, whilst the time format at view settings levels is allowed.