In some respects that's good (at least for me), because that code path is simpler, which means it is almost certainly either Apple’s bug or Apple’s decision. If it is Apple’s bug, hopefully they will fix it promptly. If it is Apple’s decision, then hopefully I can eventually figure out a workaround since it's clearly a bad decision.
There is no workaround for this as far as the Keyboard Maestro tokens are concerned, the only other alternative is to generate the dates via other means (shell scripts, or maybe JXA).
Other than complaining to Apple there is nothing I can do to resolve this in existing versions of Keyboard Maestro, and I don't even know if I can resolve it in future versions of Keyboard Maestro - this is Apple’s choice of how the date system should work, since Keyboard Maestro is English, all the dates that the system gives Keyboard Maestro are English regardless of your preferences.
Yes - it is a bit of a nuisance in that now the UI for Keyboard Maestro will be half-and-half. Some parts English, some parts your defined language. But that seems a better trade off to get the date functions to do what they always did before Mojave.