The {} in the columnformat is a javascript object literal. Don't use that here.
Edit:
Open the views property editor, the second tab: extra has the formats per view.
Thanks Chris de Gelder!!!
He helped me a lot. The solution is to define a available view (under properties, extra, available views, new, second tab, extra). When you put the custum format there, it works fine
To add to this, there seems to be a problem with this widget in Mendix 5, the date formats configured in the widget are not passed on to javascript. The only way I got it to work is by manually changing the following line of code in the calendar.js file which is in the widget package:
Original code: this.fixObjProps(['notused']);
New code: this.fixObjProps(['notused','notused1']);
I've also issues a support ticket for this.
One more thing, this workaround requires the latest version of the app (the one with the fix for color enumerations).