as posted on stackoverflow:

for details see Class %ZEN.Component.dateText

setting format:
Property format As %ZEN.Datatype.string(MAXLEN = 3, VALUELIST = ",MDY,DMY,YMD", ZENEXPRESSION = 1)
you have exactly 3 formats or "" 

Your guess on values is correct and documented:   
/// The value of this control is always in the canonical form: YYYY-MM-DD

As this is one of the oldest components of ZEN your only chance to achieve
your way of operation is to create your own version inheriting from
Class %ZEN.Component.dateText and overloading the parts you want to change