It was harder to do than you might think.
As it turns out, it was hard-code in the theme. So I grep’d recursively for “(‘d.m.Y’)”. Thanks to google I knew what to search for.
I was using the shiny-blog theme. I found it in single.php and content.php. It was in two places, one for displaying the individual post and one for displaying the list of posts. So, here are the diffs:
diff wp-content/themes/shiny-blog/single.php~ wp-content/themes/shiny-blog/single.php
12c12
< <p class="post-meta"><?php the_time('d.m.Y'); ?> / <?php the_author_posts_link(); ?> / <?php the_category( ', ' ); ?></p>
---
> <p class="post-meta"><?php the_time('m.d.Y'); ?> / <?php the_author_posts_link(); ?> / <?php the_category( ', ' ); ?></p>
diff wp-content/themes/shiny-blog/template-parts/content.php~ wp-content/themes/shiny-blog/template-parts/content.php
22c22
< <p class="nl-date"><?php the_time('d.m.Y'); ?></p>
---
> <p class="nl-date"><?php the_time('m.d.Y'); ?></p>