Thanks for the testing and all the work !
I can reproduce all issues except one.
On my server of my (Dutch) ISP (Linux, php 5.3.25), it doesn't matter howe the setlocale is defined: weekday names are always returned in English. I tried nl_NL, no_NO, de_DE, nld_NLD, dutch_DUTCH): no differnce.
On WAMP, it works as expected.
I will contact my ISP.
Kind regards,
SMEDrieben