The Calendar app takes the time format based on your current language settings, even though the Calendar tile and Lock screen both are showing the time in the region you have selected. To change settings:
- Select Settings > region, tap Regional format, select preferred region from the list and tap restart phone if required (you will see there an example for the chosen regional format).
- Select Settings > language. If preferred language appears on the settings screen, tap and hold on it and select move up to move it to the top of the list. Or add a new language: Tap + add languages, select your language, tap done and finally tap Yes to start downloading. This change will require a restart, tap restart phone.