Oh, I am sorry for the confusion!
These settings are available for the Month layout, but not for Grid.
I’ve double-checked the widget and see that everything is working fine. If you change the text of the month, day of the week or month abbreviation, it is successfully changed:
Could you please double-check your widget and let me know if everything is fine?
As for the first day of the week for Grid layout, I guess you mean the dates filter:
If it is, unfortunately, this option is not available now. I am really sorry! You can vote for this feature in our Wishlist to keep up with the latest updates - Start the week on Monday in the inner calendar - #3 by Kamera_Obskura