The default formats used by Excel for Dates, Times & Numbers is determined by the macOS System Preferences for Language & Region. Your message suggests that you may have made those changes, but was Excel running when you did? If so you must restart the program in order for the changes to go into effect.
While Excel is not running go to > System Preferences. Specific verbiage may differ based on your version of macOS but from there it should be simple to recognize the equivalent Language & Region pane in order to get to the Advanced options. The preferred format must be made for each of the four Date styles: Medium, Long, Full as well as Short.
Note: Just to clarify, even doing this correctly will not cause the dates in existing workbooks to display differently than when they were entered.