Good day all,
Google lead me to this thread and I thought I'd register to share a workaround I found to this problem.
You don't need to add or modify VBA code with Windows 10.
1. First find your way to the Win7 style Control Panel (I'm more familiar with this one) and select Date and Time.
Alternatively if you stay in the Win10 style Control panel, go to "Time & language", in the "Date & time" tab scroll all the way down and select "Additional date, time, & regional settings". Click on "Set the time and date", and the next instructions stay the same.
3. Click on "Change date and time".
4. Click on "Change calendar settings".
5. Click on "Additional settings".
6. Select the "Date" tab at the top right, select the "Short date" field and type in the format you like.
This will change your date display at the bottom right corner of your desktop, as well as the date format in Excel's header/footer since it relies on this Windows setting.
Note that not all formats will work in Excel for some unknown reason, but in my case I managed to display the date as "dd/MM/yyyy".