I have the setting 'First day of week' set to monday. It work fine in calendar but when using Reports the setting is not respected and all report starts with sunday
Which reports are you referring to? To me at least, reports have the ability to show "7 days", "4 weeks", etc. And 7 days means the last 7 days, not a calendar week. The progress summary can be split along calendar weeks, and that starts on Mondays for me.