The only way I've been able to reproduce this issue is if I explicitly use the convert command. If I start with string data in the UK date format in excel this doesn't reproduce. Is it possible for you to just not convert it and let Tableau do the conversion for you?
Did you create a custom sql at all?
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If I use the custom SQL query you listed I am able to reproduce this. My question to you is, is it possible to use a slightly different query such as the one below? If you use such a query you don't have to convert the date twice and Tableau picks it up automatically as a date type and it's correctly formatted. Are you seeing this only when creating a custom SQL or are you seeing this when importing strings in another fashion?
select getdate() as Date1
I think only when in string.
Tuesday, 18 April 2017, 21:33 +0100 from Amanda Luthy <email@example.com>:
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Confirmed bug with string dates imported into tableau desktop
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