The Connect installer configures the system locale for each product based on the Windows regional settings at the time of installation. AFAIK changing the Windows regional settings afterwards has no effect on Connect. Reinstalling Connect should work although that would be a bit draconic. You could also manually change the .ini files of the various products in subfolders of the Connect installation directory. The relevant entries are -Duser.language and -Duser.country.
However, relying on the system locale is not ideal since the output can potentially change after you move your template to a different machine. If a template is locale-sensitive I would recommend changing the locale setting (Edit > Locale) from “system locale” (the default setting) to a specific locale. This makes the template portable - with consistent output. You can also change the initial locale for new templates via Preferences > Language > Default Locale.