Changing the DateFormat is done on a per-thread basis. When you change the DateFormat in your Main module, that is most likely executed on the Main thread and so only applies on the Main thread. You have a couple options: 1) run all your Handlers as single-threaded (they'll run in the Main thread and use the Main thread's DateFormat) or 2) set the DateFormat in each Handler.
Option 2 can be quite simple: just create a Global String in Main called dfString = "dd/MM/yyyy" and do this in the Initialize method of your Handlers (and WebSockets):
DateTime.DateFormat = Main.dfString