Welcome to our forum and thanks for contacting us with your question!
There is nothing wrong with your configuration, months will be translated, but what you are looking for is
lang.shortMonths, which is a configuration of the months' abbreviations. Just FIY, there is also
lang.shortWeekdays for weekdays' short form. All the other translations, you can check out on the
lang API page.
Demo: https://jsfiddle.net/BlackLabel/chj1s7p8/
Let me know if you have any further questions!
Best regards
Jakub